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Kris Boudt
Kris Boudt
Ghent University, Vrije Universiteit Brussel, Vrije Universiteit Amsterdam
Verified email at ugent.be
Title
Cited by
Cited by
Year
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
327*2023
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
2852011
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
2292011
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
1892018
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
1842016
Estimation and decomposition of downside risk for portfolios with non-normal returns
K Boudt, BG Peterson, C Croux
Journal of Risk, 2007
1762007
Markov-switching GARCH models in R: The MSGARCH package
D Ardia, K Bluteau, K Boudt, L Catania, DA Trottier
Journal of Statistical Software 91 (4), 2019
1552019
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
1302020
Jockeying for position in CEO letters: Impression management and sentiment analytics
K Boudt, J Thewissen
Financial Management, 2016
1232016
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
1222014
Robust forecasting of dynamic conditional correlation GARCH models
K Boudt, J Danielsson, S Laurent
International Journal of Forecasting 29 (2), 244-257, 2013
1202013
Outlyingness weighted covariation
K Boudt, C Croux, S Laurent
Journal of Financial Econometrics 9 (4), 657-684, 2011
1042011
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
1002019
Asset allocation with conditional value-at-risk budgets
K Boudt, P Carl, BG Peterson
Journal of Risk, 2012
982012
The Gaussian rank correlation estimator: robustness properties
K Boudt, J Cornelissen, C Croux
Statistics and Computing 22, 471-483, 2012
982012
The minimum regularized covariance determinant estimator
K Boudt, P Rousseeuw, S Vanduffel, T Verdonck
Statistics and Computing, 2018
842018
Generalized Autoregressive Score Models in R: The GAS Package
D Ardia, K Boudt, L Catania
Journal of Statistical Software, 2016
782016
Funding liquidity, market liquidity and ted spread: a two-regime model
K Boudt, E Paulus, DWR Rosenthal
Journal of Empirical Finance, 2014
732014
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
592017
Robust explicit estimators of Weibull parameters
K Boudt, D Caliskan, C Croux
Metrika 73, 187-209, 2011
572011
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Articles 1–20