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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
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
2702011
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
239*2023
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
2222011
Estimation and decomposition of downside risk for portfolios with non-normal returns
K Boudt, BG Peterson, C Croux
Journal of Risk, 2007
1742007
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
1722016
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
1662018
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
1432019
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
1252020
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
1192014
Robust forecasting of dynamic conditional correlation GARCH models
K Boudt, J Danielsson, S Laurent
International Journal of Forecasting 29 (2), 244-257, 2013
1172013
Jockeying for position in CEO letters: Impression management and sentiment analytics
K Boudt, J Thewissen
Financial Management, 2016
1162016
Outlyingness weighted covariation
K Boudt, C Croux, S Laurent
Journal of Financial Econometrics 9 (4), 657-684, 2011
1022011
Asset allocation with conditional value-at-risk budgets
K Boudt, P Carl, BG Peterson
Journal of Risk, 2012
992012
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
972019
The Gaussian rank correlation estimator: robustness properties
K Boudt, J Cornelissen, C Croux
Statistics and Computing 22, 471-483, 2012
962012
The minimum regularized covariance determinant estimator
K Boudt, P Rousseeuw, S Vanduffel, T Verdonck
Statistics and Computing, 2018
812018
Generalized Autoregressive Score Models in R: The GAS Package
D Ardia, K Boudt, L Catania
Journal of Statistical Software, 2016
722016
Funding liquidity, market liquidity and ted spread: a two-regime model
K Boudt, E Paulus, DWR Rosenthal
Journal of Empirical Finance, 2014
702014
Robust explicit estimators of Weibull parameters
K Boudt, D Caliskan, C Croux
Metrika 73, 187-209, 2011
582011
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
572017
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