Keven Bluteau
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David Ardia, Keven Bluteau, Kris Boudt
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Media Abnormal Tone, Earnings Announcements, and the Stock Market
. Journal of Financial Markets, Forthcoming, 2021.
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David Ardia, Keven Bluteau, Alaa Kassem
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A Century of Economic Policy Uncertainty Through the French-Canadian Lens
. Economics Letters, Vol. 205, 2021.
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David Ardia, Keven Bluteau, Kris Boudt, Koen Inghelbrecht
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Climate Change Concerns and the Performance of ''Green'' Versus ''Brown'' Stocks
. Working Paper, 2020.
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Andres Algaba, David Ardia, Keven Bluteau, Samuel Borms, Kris Boudt
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Econometrics Meets Sentiment: An Overview of Methodology and Applications
. Journal of Economic Surveys, Vol. 34, Issue 3, pp. 512-547, 2020.
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David Ardia, Keven Bluteau, Kris Boudt
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Questioning the News About Economic Growth: Sparse Forecasting Using Thousands of News-Based Sentiment Values
. International Journal of Forecasting 35 (4), 1370-1386, 2019.
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David Ardia, Keven Bluteau, Maxime Ruede
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Regime Changes in Bitcoin GARCH Volatility Dynamics
. Finance Research Letters 29, 266-271, 2019.
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David Ardia, Keven Bluteau, Kris Boudt, Leopoldo Catania
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Forecasting Risk with Markov-Switching GARCH Models: A Large-Scale Performance Study
. In International Journal of Forecasting, Vol 34, Issue 4, pp. 733-747, 2018.
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David Ardia, Keven Bluteau, Lennart F. Hoogerheide
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Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation
. Journal of Time Series Econometrics, Vol. 10, No. 2, pp.1-9, 2018.
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David Ardia, Keven Bluteau, Kris Boudt, Leopoldo Catania, Denis-Alexandre Trottier
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Markov-Switching GARCH Models in R: The MSGARCH Package
. Journal of Statistical Software, 91(4), 1-38, 2018.
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David Ardia, Keven Bluteau, Samuel Borms, Kris Boudt
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The R Package sentometrics to Compute, Aggregate and Predict with Textual Sentiment
. Forthcoming in Journal of Statistical Software, 2018.
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David Ardia, Keven Bluteau
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NSE: Computation of Numerical Standard Errors in R
. Journal of Open Source Software, Vol. 10, No. 2, 2017.
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David Ardia, Keven Bluteau
.
Stress-Testing with Parametric Models and Fully Flexible Probabilities
. Wilmott Magazine, Vol. 87, pp. 52-55, 2017.
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