نتائج البحث - "Boudt, Kris"

المصدر: Boudt , K & Heyndels , E 2024 , ' Robust interactive fixed effects ' , Econometrics and Statistics , vol. 29 , pp. 206-223 . https://doi.org/10.1016/j.ecosta.2022.01.002

مصطلحات موضوعية: clustering, factor structure, outlier, principal component, robust estimation, time series

وصف الملف: application/pdf

الاتاحة: https://research.vu.nl/en/publications/1b710cd6-34ae-42d2-a2d8-54e699ca18b1
https://doi.org/10.1016/j.ecosta.2022.01.002
https://hdl.handle.net/1871.1/1b710cd6-34ae-42d2-a2d8-54e699ca18b1
https://research.vu.nl/ws/files/367919719/Robust_interactive_fixed_effects.pdf
http://www.scopus.com/inward/record.url?scp=85124032906&partnerID=8YFLogxK
http://www.scopus.com/inward/citedby.url?scp=85124032906&partnerID=8YFLogxK

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8

Academic Journal

Dynamic core-satellite investing using higher order moments: an explicit solution.

المؤلفون: YANFENG WANG^1,2 yanfeng_stats@163.com, WANBO LU³, BOUDT, KRIS^4,5,6

المصدر: Quantitative Finance. Dec2023, Vol. 23 Issue 12, p1815-1831. 17p.

مصطلحات موضوعية: Portfolio performance, Expected utility, Financial performance, Exchange traded funds, Utility functions

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9

Report

The Minimum Regularized Covariance Determinant estimator

المؤلفون: Boudt, Kris, Rousseeuw, Peter J., Vanduffel, Steven, Verdonck, Tim

المصدر: Statistics and Computing, 2020, Vol. 30, 113-128

مصطلحات موضوعية: Statistics - Methodology

URL الوصول: http://arxiv.org/abs/1701.07086

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10

Academic Journal

The Risk of Ignorance: How Financial Institutions Can Make a Difference in Large-Scale Media ESG News Monitoring

المؤلفون: Petitjean, Mikael, Boudt, Kris, Demarcelle, Olivier

المساهمون: UCL - SSH/LIDAM/LFIN - Louvain Finance

المصدر: Revue bancaire et financiÃ¨re, Vol. 87, no.3, p. 176-181 (2023)

مصطلحات موضوعية: risk, ignorance, ESG, financial, institutions, news, monitoring

Relation: boreal:294404; http://hdl.handle.net/2078.1/294404

الاتاحة: http://hdl.handle.net/2078.1/294404

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11

Academic Journal

ETF Basket-Adjusted Covariance estimation

المؤلفون: Boudt, Kris, Dragun, Kirill, Sauri, Orimar, Vanduffel, Steven

المصدر: Boudt , K , Dragun , K , Sauri , O & Vanduffel , S 2023 , ' ETF Basket-Adjusted Covariance estimation ' , Journal of Econometrics , vol. 235 , no. 2 , pp. 1144-1171 . https://doi.org/10.1016/j.jeconom.2022.10.002

مصطلحات موضوعية: Asynchronicity, ETF, High-frequency data, Index tracking, Localized Hayashi–Yoshida, Realized covariances, Stock-ETF covariation

الاتاحة: https://research.vu.nl/en/publications/f929ea6a-577f-4c10-9a4c-9a9637865574
https://doi.org/10.1016/j.jeconom.2022.10.002
https://hdl.handle.net/1871.1/f929ea6a-577f-4c10-9a4c-9a9637865574
http://www.scopus.com/inward/record.url?scp=85142445073&partnerID=8YFLogxK
http://www.scopus.com/inward/citedby.url?scp=85142445073&partnerID=8YFLogxK

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12

Academic Journal

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

المؤلفون: Algaba, Andres, Borms, Samuel, Boudt, Kris, Verbeken, Brecht

المصدر: Algaba , A , Borms , S , Boudt , K & Verbeken , B 2023 , ' Daily news sentiment and monthly surveys : A mixed-frequency dynamic factor model for nowcasting consumer confidence ' , International Journal of Forecasting , vol. 39 , no. 1 , pp. 266-278 . https://doi.org/10.1016/j.ijforecast.2021.11.005

مصطلحات موضوعية: Dynamic factor model, Mixed frequency, Nowcasting, Sentometrics, State space, Toeplitz matrix

وصف الملف: application/pdf

الاتاحة: https://research.vu.nl/en/publications/0f0e661d-6431-4c5b-a850-0a0cdb937bd4
https://doi.org/10.1016/j.ijforecast.2021.11.005
https://hdl.handle.net/1871.1/0f0e661d-6431-4c5b-a850-0a0cdb937bd4
https://research.vu.nl/ws/files/299132648/Daily_news_sentiment_and_monthly_surveys_A_mixed-frequency_dynamic_factor_model_for_nowcasting_consumer_confidence.pdf
http://www.scopus.com/inward/record.url?scp=85121845802&partnerID=8YFLogxK
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13

Academic Journal

Climate Change Concerns and the Performance of Green vs. Brown Stocks

المؤلفون: Ardia, David, Bluteau, Keven, Boudt, Kris, Inghelbrecht, Koen

المصدر: Ardia , D , Bluteau , K , Boudt , K & Inghelbrecht , K 2023 , ' Climate Change Concerns and the Performance of Green vs. Brown Stocks ' , Management Science , vol. 69 , no. 12 , pp. 7607-7632 . https://doi.org/10.1287/mnsc.2022.4636

الاتاحة: https://research.vu.nl/en/publications/a5f1b319-54ea-416c-9164-e4b7c5d80c9b
https://doi.org/10.1287/mnsc.2022.4636
https://hdl.handle.net/1871.1/a5f1b319-54ea-416c-9164-e4b7c5d80c9b

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14

Academic Journal

Dynamic core-satellite investing using higher order moments:an explicit solution

المؤلفون: Wang, Yanfeng, Lu, Wanbo, Boudt, Kris

المصدر: Wang , Y , Lu , W & Boudt , K 2023 , ' Dynamic core-satellite investing using higher order moments : an explicit solution ' , Quantitative Finance , vol. 23 , no. 12 , pp. 1815-1831 . https://doi.org/10.1080/14697688.2023.2269987

مصطلحات موضوعية: Core-satellite investing, Explicit solution, Higher order moments, Sensitivity

وصف الملف: application/pdf

الاتاحة: https://research.vu.nl/en/publications/1609e7b4-9d65-4c97-9f5f-2e9a45fb1d62
https://doi.org/10.1080/14697688.2023.2269987
https://hdl.handle.net/1871.1/1609e7b4-9d65-4c97-9f5f-2e9a45fb1d62
https://research.vu.nl/ws/files/288438792/Dynamic_core-satellite_investing_using_higher_order_moments_an_explicit_solution.pdf
http://www.scopus.com/inward/record.url?scp=85175245084&partnerID=8YFLogxK
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