Projects per year
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Collaborations and top research areas from the last five years
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OZR3982: Bilateral cooperation within the framework of a joint doctoral project: benchfee for joint PhD VUB - UGent, DRAGUN Kirill
18/11/20 → 17/11/24
Project: Fundamental
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FWOAL984: Belgian Economy Today: A high-frequency data aggregation and visualisation platform for adequate and timely economic analysis
1/11/20 → 31/10/21
Project: Fundamental
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FWOTM912: Econometric methods for the estimation of the dynamic risk profile of non-linear financial portfolios
1/10/18 → 30/09/22
Project: Fundamental
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A Shariah compliant alter ego for the Dow Jones Industrial Average
Ashraf, D., Boudt, K. & Mulazim Ali, K., 21 Apr 2023, (Unpublished) Belgian Financial Research Forum. VUB, 30 p.Research output: Chapter in Book/Report/Conference proceeding › Conference paper › Research
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Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence
Algaba, A., Borms, S., Boudt, K. & Verbeken, B., 2023, In: International Journal of Forecasting. 39, 1, p. 266-278 13 p., 1.Research output: Contribution to journal › Article › peer-review
3 Citations (Scopus) -
ETF Basket-Adjusted Covariance estimation
Boudt, K., Dragun, K., Sauri, O. & Vanduffel, S., Aug 2023, In: Journal of Econometrics. 235, 2, p. 1144-1171 28 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Downloads (Pure) -
Predictability of Belgian residential real estate rents using tree-based ML models and IML techniques
Lenaers, I., Boudt, K. & De Moor, L., 13 Apr 2023, (E-pub ahead of print) In: International Journal of Housing Markets and Analysis.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Citation (Scopus)11 Downloads (Pure) -
An Islamic alter ego for Dow Jones Industrial Average portfolio
Mulazim Ali, K., Boudt, K. & Ashraf, D., 2022, (Unpublished) An Islamic alter ego for Dow Jones Industrial Average portfolio. VUB, 1 p.Research output: Chapter in Book/Report/Conference proceeding › Conference paper › Research
Activities
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Weekly economic index for Belgium: Design and validation
Arno De Block (Speaker), Kris Boudt (Contributor) & Feliciaan De Palmenaer (Contributor)
18 Dec 2021Activity: Talk or presentation › Talk or presentation at a conference
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Aggregation of bank transaction data into a weekly Index of economic activity
Feliciaan De Palmenaer (Presenter), Milan van den Heuvel (Contributor), Kris Boudt (Contributor) & Koen Schoors (Contributor)
18 Dec 2021Activity: Talk or presentation › Talk or presentation at a conference
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Estimation of Higher Order Comoments using Unobserved Factors
Kris Boudt (Contributor), Dries Cornilly (Speaker) & Tim Verdonck (Contributor)
11 Dec 2016Activity: Talk or presentation › Talk or presentation at a conference
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Sentometrics
Kris Boudt (Chair)
2016 → …Activity: Participating in or organising an event › Participating in or organizing an event at an external academic organisation
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Introduction to portfolio analysis in R at Datacamp
Kris Boudt (Presenter)
2016 → 2025Activity: Talk or presentation › Talk at a public lecture/debate