Entity

Faculty of Economics and Business Administration
Department of Economics

Address

Sint-Pietersplein 6
9000 Gent

Bibliography

• A coskewnesss shrinkage approach for estimating the skewness of linear combinations of random variables (2020) Kris Boudt (UGent), Dries Cornilly, Tim Verdonck
• The variance implied conditional correlation (2020) Andres Algaba, Kris Boudt (UGent), Steven Vanduffel
• Nearest comoment estimation with unobserved factors (2020) Kris Boudt (UGent), Dries Cornilly, Tim Verdonck

Full bibliography