Theo dõi
Kris Boudt
Kris Boudt
Ghent University, Vrije Universiteit Brussel, Vrije Universiteit Amsterdam
Email được xác minh tại ugent.be
Tiêu đề
Trích dẫn bởi
Trích dẫn bởi
Năm
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
5252023
Differential evolution with DEoptim: an application to non-convex portfolio optimization
D Ardia, K Boudt, P Carl, K Mullen, BG Peterson
The R Journal 3 (1), 27-34, 2011
3012011
Robust estimation of intraweek periodicity in volatility and jump detection
K Boudt, C Croux, S Laurent
Journal of Empirical Finance 18 (2), 353-367, 2011
2422011
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
2192016
Forecasting risk with Markov-switching GARCH models: A large-scale performance study
D Ardia, K Bluteau, K Boudt, L Catania
International Journal of Forecasting 34 (4), 733-747, 2018
2082018
Estimation and decomposition of downside risk for portfolios with non-normal returns
K Boudt, BG Peterson, C Croux
Journal of Risk, 2007
1772007
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
1742019
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
1592020
Jockeying for position in CEO letters: Impression management and sentiment analytics
K Boudt, J Thewissen
Financial Management, 2016
1492016
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks
K Boudt, M Petitjean
Journal of Financial Markets 17, 121-149, 2014
1292014
Robust forecasting of dynamic conditional correlation GARCH models
K Boudt, J Danielsson, S Laurent
International Journal of Forecasting 29 (2), 244-257, 2013
1262013
The minimum regularized covariance determinant estimator
K Boudt, P Rousseeuw, S Vanduffel, T Verdonck
Statistics and Computing, 2018
1142018
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
1132019
Asset allocation with conditional value-at-risk budgets
K Boudt, P Carl, BG Peterson
Journal of Risk, 2012
1082012
Outlyingness weighted covariation
K Boudt, C Croux, S Laurent
Journal of Financial Econometrics 9 (4), 657-684, 2011
1082011
The Gaussian rank correlation estimator: robustness properties
K Boudt, J Cornelissen, C Croux
Statistics and Computing 22, 471-483, 2012
1012012
Generalized Autoregressive Score Models in R: The GAS Package
D Ardia, K Boudt, L Catania
Journal of Statistical Software, 2016
942016
Robust explicit estimators of Weibull parameters
K Boudt, D Caliskan, C Croux
Metrika 73, 187-209, 2011
812011
Funding liquidity, market liquidity and ted spread: a two-regime model
K Boudt, E Paulus, DWR Rosenthal
Journal of Empirical Finance, 2014
772014
The impact of covariance misspecification in risk-based portfolios
D Ardia, G Bolliger, K Boudt, JP Gagnon-Fleury
Annals of Operations Research 254, 1-16, 2017
672017
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