Kris Boudt

Kris Boudt is professor of finance and econometrics. He obtained his PhD in 2008 for his
developments in the modelling and estimation of financial risk under non-normal distribution.
He has published his research in the Journal of Banking and Finance, Journal of Econometrics, Journal of Portfolio Management, Journal of Financial Econometrics, Journal of Risk and the Review of Finance, among others.
Kris Boudt received several awards for outstanding research and refereeing and is an active contributor to the open source community.

TEACHING

Advanced Finance

International Finance

RESEARCH

Econometrics

Finance

Sentometrics

KEY PUBLICATIONS

Boudt, K., Cornilly, D., & Verdonck, T. (2020). Nearest Comoment Estimation With Unobserved Factors. Journal of Econometrics, 217(2), 381-397. https://doi.org/10.1016/j.jeconom.2019.12.009

Ardia, D., Bluteau, K., & Boudt, K. (2019). Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values. International Journal of Forecasting, 35(4), 1370-1386. https://doi.org/10.1016/j.ijforecast.2018.10.010

Boudt, K., & Thewissen, J. (2019). Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics. Financial Management, 48(1), 77-115. https://doi.org/10.1111/fima.12219

Boudt, K., Laurent, S., Lunde, A., Quaedvlieg, R., & Sauri, O. (2017). Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity. Journal of Econometrics, 196(2), 347-367. https://doi.org/10.1016/j.jeconom.2016.09.016