Show 10 5 10 15 20 50 100 250 Sort by year (new to old) Actions Download search results Subscribe to news feed Your filters: cql: keyword exact "Factor models" Add to list Journal Article A1 A misspecification test for the higher order co-moments of the factor model Wanbo Lu, Dong Yang and Kris Boudt (UGent) (2019) STATISTICS. 53. p.471-488 Add to list Journal Article A1 The economic benefits of market timing the style allocation of characteristic-based portfolios David Ardia, Kris Boudt (UGent) and Marjan Wauters (2016) NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE. 37. p.38-62 Add to list Journal Article A1 Estimating and forecasting large panels of volatilities with approximate dynamic factor models Matteo Luciani and David Veredas (UGent) (2015) JOURNAL OF FORECASTING. 34(3). p.163-176 Add to list Journal Article A1 Higher order comoments of multifactor models and asset allocation Kris Boudt (UGent) , Wanbo Lu and Benedict Peeters (2015) FINANCE RESEARCH LETTERS. 13. p.225-233 Add to list Journal Article A1 Market liquidity as dynamic factors Marc Hallin, Charles Mathias, Hugues Pirotte and David Veredas (UGent) (2011) JOURNAL OF ECONOMETRICS. 163(1). p.42-50 Add to list Miscellaneous The determinants of stock and bond return comovements Lieven Baele (UGent) , Geert Bekaert and Koen Inghelbrecht (UGent) (2007) National Bank of Belgium Working Paper.