Kris Boudt
Universiteit Gent
H-index: 32
Europe-Belgium
Top articles of Kris Boudt
Title | Journal | Author(s) | Publication Date |
---|---|---|---|
Predictability of Belgian residential real estate rents using tree-based ML models and IML techniques | International Journal of Housing Markets and Analysis | Ian Lenaers Kris Boudt Lieven De Moor | 2024/1/10 |
Trac (k) ing the trajectory: Mapping Sustainable Development Goal 8 in EU-funded research projects | Kris Boudt Yanick Inghels André Spithoven | 2024/3 | |
Estimation of non-Gaussian factors using higher-order multi-cumulants in weak factor models | Available at SSRN 3599632 | Wanbo Lu Guanglin Huang Kris Boudt | 2024/2/24 |
The effect of working from home and EPC regulation on real estate prices in Belgium. | Bank-en Financiewezen | Sven Damen Kris Boudt Koen Inghelbrecht | 2023 |
Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence | International Journal of Forecasting | Andres Algaba Samuel Borms Kris Boudt Brecht Verbeken | 2023/1/1 |
Generating drawdown-realistic financial price paths using path signatures | arXiv preprint arXiv:2309.04507 | Emiel Lemahieu Kris Boudt Maarten Wyns | 2023/9/8 |
Belgian Financial Research Forum (BFRF) Conference 2023 | Bank-en financiewezen | Kris Boudt Koen Inghelbrecht | 2023 |
ETF Basket-Adjusted Covariance estimation | Journal of Econometrics | Kris Boudt Kirill Dragun Orimar Sauri Steven Vanduffel | 2023/8/1 |
Nowcasting GDP through the lens of economic states | Kris Boudt Arno De Block Geert Langenus Peter Reusens | 2023/12 | |
The effect of working from home on real estate prices in the US | Bank-en financiewezen | Stijn Van Nieuwerburgh Kris Boudt Koen Inghelbrecht | 2023 |
News-based financial health indicators for the Chinese real estate market | Available at SSRN 4689849 | Kris Boudt Xianda Liang | 2023/7/24 |
Climate change concerns and the performance of green vs. brown stocks | Management Science | David Ardia Keven Bluteau Kris Boudt Koen Inghelbrecht | 2023/12 |
Life cycle consumption uncertainty and home equity solutions | Bank-en financiewezen | Marike Knoef Kris Boudt Koen Inghelbrecht | 2023 |
A Shariah compliant alter ego for the Dow Jones Industrial Average | Dawood Ashraf Kris Boudt Khokhar Mulazim Ali | 2023/4/21 | |
Dynamic core-satellite investing using higher order moments: an explicit solution | Quantitative Finance | Yanfeng Wang Wanbo Lu Kris Boudt | 2023/10/13 |
The risk of ignorance: how financial institutions can make a difference in large-scale media monitoring | BANK-EN FINANCIEWEZEN= REVUE BANCAIRE ET FINANCIÈRE | Kris Boudt Olivier Delmarcelle Mikael Petitjean | 2023 |
Sustainability of the Belgian pension system | Bank-en financiewezen | Pierre Devolder Kris Boudt Koen Inghelbrecht | 2023 |
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps | arXiv preprint arXiv:2309.15705 | Nabil Bouamara Kris Boudt Sébastien Laurent Christopher J Neely | 2023/9/27 |
Properties of the Margrabe Best-of-two strategy to tactical asset allocation | International Review of Financial Analysis | David Ardia Kris Boudt Stefan Hartmann Giang Nguyen | 2022/5/1 |
Supplementary appendix to: Estimation of non-Gaussian factors using higher-order multi-cumulants in weak factor models | Available at SSRN 3790390 | Wanbo Lu Guanglin Huang Kris Boudt | 2022/11/30 |