オープン アクセスを義務付けられた論文 - Kris Boudt詳細
一般には非公開: 1 件
Predicting and decomposing the risk of data-driven portfolios
N Bouamara, K Boudt, J Vandenbroucke
Available at SSRN 3242137, 2019
委任: Research Foundation (Flanders)
一般公開: 37 件
Climate change concerns and the performance of green vs. brown stocks
D Ardia, K Bluteau, K Boudt, K Inghelbrecht
Management Science 69 (12), 7607-7632, 2023
委任: Swiss National Science Foundation, Research Foundation (Flanders), Natural …
Managers set the tone: Equity incentives and the tone of earnings press releases
Ö Arslan-Ayaydin, K Boudt, J Thewissen
Journal of Banking & Finance 72, S132-S147, 2016
委任: Netherlands Organisation for Scientific Research
Estimation and decomposition of downside risk for portfolios with non-normal returns
K Boudt, BG Peterson, C Croux
Journal of Risk, 2007
委任: Research Foundation (Flanders)
Markov-switching GARCH models in R: The MSGARCH package
D Ardia, K Bluteau, K Boudt, L Catania, DA Trottier
Journal of Statistical Software 91, 1-38, 2019
委任: Swiss National Science Foundation, Fonds de recherche du Quebec Societe et …
Econometrics meets sentiment: An overview of methodology and applications
A Algaba, D Ardia, K Bluteau, S Borms, K Boudt
Journal of Economic Surveys 34 (3), 512-547, 2020
委任: Swiss National Science Foundation
Jockeying for position in CEO letters: Impression management and sentiment analytics
K Boudt, J Thewissen
Financial Management, 2016
委任: Netherlands Organisation for Scientific Research
The minimum regularized covariance determinant estimator
K Boudt, P Rousseeuw, S Vanduffel, T Verdonck
Statistics and Computing, 2018
委任: Research Foundation (Flanders)
Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values
D Ardia, K Bluteau, K Boudt
International Journal of Forecasting 35 (4), 1370-1386, 2019
委任: Swiss National Science Foundation
Outlyingness weighted covariation
K Boudt, C Croux, S Laurent
Journal of Financial Econometrics 9 (4), 657-684, 2011
委任: Research Foundation (Flanders)
The Gaussian rank correlation estimator: robustness properties
K Boudt, J Cornelissen, C Croux
Statistics and Computing 22, 471-483, 2012
委任: Research Foundation (Flanders)
Higher order comoments of multifactor models and asset allocation
K Boudt, W Lu, B Peeters
Finance Research Letters 13, 225-233, 2015
委任: National Natural Science Foundation of China
Robust M-estimation of multivariate GARCH models
K Boudt, C Croux
Computational Statistics & Data Analysis 54 (11), 2459-2469, 2010
委任: Research Foundation (Flanders)
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity
K Boudt, S Laurent, A Lunde, R Quaedvlieg, O Sauri
Journal of Econometrics 196 (2), 347-367, 2017
委任: Danish National Research Foundation, Netherlands Organisation for Scientific …
Analyzing intraday financial data in R: The highfrequency package
K Boudt, O Kleen, E Sjørup
Journal of Statistical Software, 2022
委任: Research Foundation (Flanders)
A coskewness shrinkage approach for estimating the skewness of linear combinations of random variables
K Boudt, D Cornilly, T Verdonck
Journal of Financial Econometrics 18 (1), 1-23, 2020
委任: Research Foundation (Flanders), National Natural Science Foundation of China
The Peer Performance Ratios of Hedge Funds
D Ardia, K Boudt
Journal of Banking and Finance, 2015
委任: Netherlands Organisation for Scientific Research
The R package sentometrics to compute, aggregate and predict with textual sentiment
D Ardia, K Bluteau, S Borms, K Boudt
Journal of Statistical Software, 2021
委任: Swiss National Science Foundation
When does the tone of earnings press releases matter?
K Boudt, J Thewissen, W Torsin
International Review of Financial Analysis 57, 231-245, 2018
委任: Research Foundation (Flanders)
The response of multinationals’ foreign exchange rate exposure to macroeconomic news
K Boudt, CJ Neely, P Sercu, M Wauters
Journal of International Money and Finance 94, 32-47, 2019
委任: Research Foundation (Flanders)
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