Kris Boudt
- The minimum regularized covariance determinant estimator
2019/04/02 by Kris Boudt, Peter J. Rousseeuw, Steven Vanduffel +1 · 4 citations
Mathematics · Computer Science · #Advanced Statistical Methods and Models #Anomaly Detection Techniques and Applications #Statistical Methods and Inference
- Robust forecasting of dynamic conditional correlation GARCH models
2012/12/23 by Kris Boudt, Jón Daníelsson, Sébastien Laurent · 1 citation
Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Financial Risk and Volatility Modeling #Italy: Economic History and Contemporary Issues
- ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS
2020/05/21 by Andres Algaba, David Ardia, Keven Bluteau +2 · 1 citation
Computer Science · Social Sciences · #Advanced Text Analysis Techniques #Computational and Text Analysis Methods #Sentiment Analysis and Opinion Mining
- Forecasting risk with Markov-switching GARCH models:A large-scale performance study
2018/08/10 by David Ardia, Keven Bluteau, Kris Boudt +1 · 1 citation
Economics, Econometrics and Finance · #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Monetary Policy and Economic Impact
- Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics
2018/02/24 by Kris Boudt, James Thewissen · 1 citation
Business, Management and Accounting · Economics, Econometrics and Finance · #Auditing, Earnings Management, Governance #Corporate Finance and Governance #Financial Markets and Investment Strategies