1. 2020
  2. The effect of velocity sparsity on the performance of cardinality constrained particle swarm optimization

    Boudt, K. & Wan, C., Apr 2020, In : Optimization Letters. 14, 3, p. 747-758 12 p.

    Research output: Contribution to journalArticle

  3. The variance implied conditional correlation

    Algaba, A., Boudt, K. & Vanduffel, S., 11 Feb 2020, In : The European Journal of Finance. 26, 2-3, p. 200-222 23 p.

    Research output: Contribution to journalArticle

  4. The minimum regularized covariance determinant estimator

    Boudt, K., Rousseeuw, P. J., Vanduffel, S. & Verdonck, T., Feb 2020, In : Statistics and Computing. 30, 1, p. 113-128 16 p.

    Research output: Contribution to journalArticle

  5. A Coskewness Shrinkage Approach for Estimating the Skewness of Linear Combinations of Random Variables*

    Boudt, K., Cornilly, D. & Verdonck, T., Jan 2020, In : Journal of Financial Econometrics. 18, 1, p. 1-23 23 p.

    Research output: Contribution to journalArticle

  6. 2019
  7. Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values

    Ardia, D., Bluteau, K. & Boudt, K., 1 Oct 2019, In : International Journal of Forecasting. 35, 4, p. 1370-1386 17 p.

    Research output: Contribution to journalArticle

  8. Markov-switching GARCH models in R: The MSGARCH package

    Ardia, D., Bluteau, K., Boudt, K., Catania, L. & Trottier, D. A., Oct 2019, In : Journal of Statistical Software. 91, 4, 4.

    Research output: Contribution to journalArticle

  9. The informativeness of the technical conversion factor for the price ratio of processing livestock

    Luu, H. A. & Boudt, K., 21 Jun 2019, In : Statistika. 99, 2, p. 163-175 17 p.

    Research output: Contribution to journalArticle

  10. The response of multinationals’ foreign exchange rate exposure to macroeconomic news

    Boudt, K., Neely, C. J., Sercu, P. & Wauters, M., 1 Jun 2019, In : Journal of International Money and Finance. 94, p. 32-47 16 p.

    Research output: Contribution to journalArticle

  11. Nearest Comoment Estimation With Unobserved Factors

    Boudt, K., Cornilly, D. & Verdonck, T., Jun 2019, (Accepted/In press) In : Journal of Econometrics.

    Research output: Contribution to journalArticle

  12. A misspecification test for the higher order co-moments of the factor model

    Lu, W., Yang, D. & Boudt, K., 4 May 2019, In : Statistics. 53, 3, p. 471-488 18 p.

    Research output: Contribution to journalArticle

Previous 1 2 3 4 5 6 Next

ID: 174734