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K

Kris Boudt

vrije universiteit brussel

32H指数
233论文数
4.2K被引数
收录论文 29
发表时间
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A HEAVY Model for Skewed Returns and Fat-Tailed Realized Covariances with Dynamic Shape偏态收益和动态形状下肥尾已实现协方差的双指数混合模型
errJournal of Management Science and Engineering
IF3.7
err2026-07-07
err0
errOAAI
errJinghao Kang; Wanbo Lu; Peng-Fei Dai; Kris Boudt
err分享
err收藏
The performance of Chinese real estate firms: media concerns and special treatment status中国房地产企业的绩效：媒体关注与特殊处理地位
errJOURNAL OF THE ASIA PACIFIC ECONOMY
IF1.5
err2025-11-01
err0
PREAI
errBoudt, Kris; Liang, Xianda
err分享
err收藏
ETF Basket-Adjusted Covariance estimation✩
errJOURNAL OF ECONOMETRICS
IF4
err2023-08-01
err0
errOAAI
errBoudt, Kris; Dragun, Kirill; Sauri, Orimar; Vanduffel, Steven
err分享
err收藏
Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence每日新闻情绪和月度调查: 临近预报消费者信心的混合频率动态因素模型
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2023-01-01
err13
errOAAI
errAlgaba, Andres; Borms, Samuel; Boudt, Kris; Verbeken, Brecht
err分享
err收藏
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
err分享
err收藏
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
err分享
err收藏
Performance-sharing optimization by risk-constrained equity investors
errFINANCE RESEARCH LETTERS
IF6.9
err2021-01-01
err0
errOAAI
errBoudt, Kris; Khokhar, Mulazim-Ali
err分享
err收藏
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
err分享
err收藏
Nearest comoment estimation with unobserved factors
errJOURNAL OF ECONOMETRICS
IF4
err2020-08-01
err8
errOAAI
errBoudt, Kris; Cornilly, Dries; Verdonck, Tim
err分享
err收藏
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
err分享
err收藏
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
err分享
err收藏
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
err分享
err收藏
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
err分享
err收藏
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
err分享
err收藏
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
err分享
err收藏
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
err分享
err收藏
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
err分享
err收藏
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
err分享
err收藏
The peer performance ratios of hedge funds
errJOURNAL OF BANKING & FINANCE
IF3.8
err2018-02-01
err15
errOAAI
errArdia, David; Boudt, Kris
err分享
err收藏
Generalized financial ratios to predict the equity premium
errECONOMIC MODELLING
IF4.7
err2017-11-01
err4
errOAAI
errAlgaba, Andres; Boudt, Kris
err分享
err收藏

研究方向

暂无研究方向
合作学者
合作期刊
A
Asger Lunde
H 指数: 35 · 论文数: 118
S
Stefan Hartmann
H 指数: 32 · 论文数: 361
S
Sébastien Laurent
H 指数: 31 · 论文数: 285
S
Steven Vanduffel
H 指数: 27 · 论文数: 266
P
Piet Sercu
H 指数: 22 · 论文数: 245
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