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K

Kris Boudt

vrije universiteit brussel

32H-index
234Paper Count
4.2KCitation Count
Published Papers 30
Publication Date
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Estimation of Factors Using Higher-Order Multi-Cumulants in Weak Factor Models
errJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
err2026-08-05
err0
PREAI
errGuanglin Huang; Wanbo Lu; Kris Boudt
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errSave
A HEAVY Model for Skewed Returns and Fat-Tailed Realized Covariances with Dynamic Shape
errJournal of Management Science and Engineering
IF3.7
err2026-07-07
err0
errOAAI
errJinghao Kang; Wanbo Lu; Peng-Fei Dai; Kris Boudt
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The performance of Chinese real estate firms: media concerns and special treatment status
errJOURNAL OF THE ASIA PACIFIC ECONOMY
IF1.5
err2025-11-01
err0
PREAI
errBoudt, Kris; Liang, Xianda
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errSave
ETF Basket-Adjusted Covariance estimation✩
errJOURNAL OF ECONOMETRICS
IF4
err2023-08-01
err0
errOAAI
errBoudt, Kris; Dragun, Kirill; Sauri, Orimar; Vanduffel, Steven
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Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2023-01-01
err13
errOAAI
errAlgaba, Andres; Borms, Samuel; Boudt, Kris; Verbeken, Brecht
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errSave
Properties of the Margrabe Best-of-two strategy to tactical asset allocation
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2022-05-01
err0
errOAAI
errArdia, David; Boudt, Kris; Hartmann, Stefan; Nguyen, Giang
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errSave
Analyzing Intraday Financial Data in R: The highfrequency Package
errJOURNAL OF STATISTICAL SOFTWARE
IF8.1
err2022-01-01
err3
errOAAI
errBoudt, Kris; Kleen, Onno; Sjorup, Emil
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Performance-sharing optimization by risk-constrained equity investors
errFINANCE RESEARCH LETTERS
IF6.9
err2021-01-01
err0
errOAAI
errBoudt, Kris; Khokhar, Mulazim-Ali
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The R Package sentometrics to Compute, Aggregate, and Predict with Textual Sentiment
errJOURNAL OF STATISTICAL SOFTWARE
IF8.1
err2021-01-01
err10
errOAAI
errArdia, David; Bluteau, Keven; Borms, Samuel; Boudt, Kris
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errSave
Nearest comoment estimation with unobserved factors
errJOURNAL OF ECONOMETRICS
IF4
err2020-08-01
err8
errOAAI
errBoudt, Kris; Cornilly, Dries; Verdonck, Tim
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ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS
errJOURNAL OF ECONOMIC SURVEYS
IF5
err2020-05-21
err63
errOAAI
errAlgaba, Andres; Ardia, David; Bluteau, Keven; Borms, Samuel; Boudt, Kris
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Algorithmic portfolio tilting to harvest higher moment gains
errHELIYON
IF3.6
err2020-03-01
err14
errOAAI
errBoudt, Kris; Cornilly, Dries; Van Holle, Frederiek; Willems, Joeri
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errSave
Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2019-10-01
err46
errOAAI
errArdia, David; Bluteau, Keven; Boudt, Kris
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errSave
Macro-financial regimes and performance of Shariah-compliant equity portfolios
errJOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY
IF6.1
err2019-05-01
err21
errOAAI
errBoudt, Kris; Raza, Muhammad Wajid; Ashraf, Dawood
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Evaluating the Shariah-compliance of equity portfolios: The weighting method matters
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2019-05-01
err22
errOAAI
errBoudt, Kris; Raza, Muhammad Wajid; Wauters, Marjan
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errSave
Markov-Switching GARCH Models in R: The MSGARCH Package
errJOURNAL OF STATISTICAL SOFTWARE
IF8.1
err2019-01-01
err62
errOAAI
errArdia, David; Bluteau, Keven; Boudt, Kris; Catania, Leopoldo; Trottier, Denis-Alexandre
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Generalized Autoregressive Score Models in R: The GAS Package
errJOURNAL OF STATISTICAL SOFTWARE
IF8.1
err2019-01-01
err43
errOAAI
errArdia, David; Boudt, Kris; Catania, Leopoldo
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Forecasting risk with Markov-switching GARCH models: A large-scale performance study
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2018-10-01
err90
errOAAI
errArdia, David; Bluteau, Keven; Boudt, Kris; Catania, Leopoldo
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errSave
When does the tone of earnings press releases matter?
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2018-05-01
err22
errOAAI
errBoudt, Kris; Thewissen, James; Torsin, Wouter
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errSave
The peer performance ratios of hedge funds
errJOURNAL OF BANKING & FINANCE
IF3.8
err2018-02-01
err15
errOAAI
errArdia, David; Boudt, Kris
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Research Directions

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Co-authors
Cooperation Journals
A
Asger Lunde
H-index: 35 · Papers: 118
S
Stefan Hartmann
H-index: 32 · Papers: 363
S
Sébastien Laurent
H-index: 31 · Papers: 285
S
Steven Vanduffel
H-index: 27 · Papers: 266
P
Piet Sercu
H-index: 22 · Papers: 245
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