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Kris Boudt

Global rank #10474 88%

Institution: Universiteit Gent

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 2013

Most Recent: 2023

RePEc ID: pbo300 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.50 0.50 0.00 1.51
Last 10 Years 0.00 1.58 4.52 0.00 8.38
All Time 0.00 1.58 5.19 0.00 9.38

Publication Statistics

Raw Publications 14
Coauthorship-Adjusted Count 8.89

Publications (14)

Year Article Journal Tier Authors
2023 ETF Basket-Adjusted Covariance estimation Journal of Econometrics A 4
2023 Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence International Journal of Forecasting B 4
2020 ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS Journal of Economic Surveys C 5
2020 Nearest comoment estimation with unobserved factors Journal of Econometrics A 3
2019 Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values International Journal of Forecasting B 3
2019 The response of multinationals’ foreign exchange rate exposure to macroeconomic news Journal of International Money and Finance B 4
2018 Forecasting risk with Markov-switching GARCH models:A large-scale performance study International Journal of Forecasting B 4
2018 The peer performance ratios of hedge funds Journal of Banking & Finance B 2
2017 Generalized financial ratios to predict the equity premium Economic Modeling C 2
2017 Positive semidefinite integrated covariance estimation, factorizations and asynchronicity Journal of Econometrics A 5
2016 Managers set the tone: Equity incentives and the tone of earnings press releases Journal of Banking & Finance B 3
2016 Exporters’ Exposures to Currencies: Beyond the Loglinear Model Review of Finance B 3
2013 The impact of a sustainability constraint on the mean-tracking error efficient frontier Economics Letters C 3
2013 Robust forecasting of dynamic conditional correlation GARCH models International Journal of Forecasting B 3