Ghent University Academic Bibliography

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Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence

Andres Algaba, Samuel Borms, Kris Boudt (UGent) and Brecht Verbeken

(2023) INTERNATIONAL JOURNAL OF FORECASTING. 39(1). p.266-278
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- A1
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Climate change concerns and the performance of green vs. brown stocks

David Ardia, Keven Bluteau, Kris Boudt (UGent) and Koen Inghelbrecht (UGent)

(2023) MANAGEMENT SCIENCE.
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ETF Basket-Adjusted Covariance estimation

Kris Boudt (UGent) , Kirill Dragun (UGent) , Orimar Sauri and Steven Vanduffel

(2023) JOURNAL OF ECONOMETRICS. 235(2). p.1144-1171
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Win-for-life met de tontine

Kris Boudt (UGent) , Mathias Celis (UGent) and Steven Vanduffel

(2022) BANK- EN FINANCIEWEZEN = REVUE BANCAIRE ET FINANCIÈRE. 2022(1). p.29-37
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- Journal Article
- A1
Properties of the Margrabe best–of–two strategy to tactical asset allocation

David Ardia, Kris Boudt (UGent) , Stefan Hartmann and Giang Nguyen

(2022) INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. 81.
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- Journal Article
- A2
- open access
Interpretability of composite indicators based on principal components

Kris Boudt (UGent) , Marco d’Errico, Hong Anh Luu and Rebecca Pietrelli

(2022) JOURNAL OF PROBABILITY AND STATISTICS. 2022.
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Financiële gemoedsrust met het omgekeerd hypothecair krediet

Kris Boudt (UGent) , Koen Inghelbrecht (UGent) and Maarten Van Besien (UGent)

(2022) BANK- EN FINANCIEWEZEN = REVUE BANCAIRE ET FINANCIÈRE. 2022(1). p.38-44
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- Journal Article
- A1
- open access
Analyzing intraday financial data in R : the highfrequency package

Kris Boudt (UGent) , Onno Kleen and Emil Sjørup

(2022) JOURNAL OF STATISTICAL SOFTWARE. 104(8). p.1-36
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- Journal Article
- A1
- open access
The optimal payoff for a Yaari investor

Kris Boudt (UGent) , Kirill Dragun (UGent) and Steven Vanduffel

(2022) QUANTITATIVE FINANCE. 22(10). p.1839-1852
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Media abnormal tone, earnings announcements, and the stock market

David Ardia, Keven Bluteau and Kris Boudt (UGent)

(2022) JOURNAL OF FINANCIAL MARKETS. 61.

Academic Bibliography

Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence

Climate change concerns and the performance of green vs. brown stocks

ETF Basket-Adjusted Covariance estimation

Win-for-life met de tontine

Properties of the Margrabe best–of–two strategy to tactical asset allocation

Interpretability of composite indicators based on principal components

Financiële gemoedsrust met het omgekeerd hypothecair krediet

Analyzing intraday financial data in R : the highfrequency package

The optimal payoff for a Yaari investor

Media abnormal tone, earnings announcements, and the stock market

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