The Informativeness of the Technical Conversion Factor for the Price Ratio of Processing Livestock

by Kris Boudt, Hong Anh Luu
Published 2019-06-01

Generalized Autoregressive Score Models in R: The GAS Package

by David Ardia, Kris Boudt, Leopoldo Catania
Published 2019-01-01

Algorithmic portfolio tilting to harvest higher moment gains

by Kris Boudt, Dries Cornilly, Frederiek Van Holle, Joeri Willems
Published 2020-03-01

Markov-Switching GARCH Models in R: The MSGARCH Package

by David Ardia, Keven Bluteau, Kris Boudt, Leopoldo Catania, Denis-Alexandre Trottier
Published 2019-10-01