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Publications

Institut d'analyse financière

Title Authors Year Type
 
Modeling latent variables in economics and... Bluteau, Keven 2019 Thesis
   
Properties of the Margrabe Best-of-Two str... Ardia, David,... 2019 Journal article
   
Questioning the news about economic growth... Ardia, David,... 2019 Journal article
   
Generalized autoregressive score models in... Ardia, David,... 2019 Journal article
   
Markov-switching GARCH models in R: The MS... Ardia, David,... 2019 Journal article
   
Regime changes in Bitcoin GARCH volatility... Ardia, David,... 2019 Journal article
   
Downside risk evaluation with the R packag... Ardia, David,... 2018 Journal article
   
Forecasting risk with Markov-switching GAR... Ardia, David,... 2018 Journal article
   
Methods for computing numerical standard e... Ardia, David,... 2018 Journal article
   
Beyond risk-based portfolios: Balancing pe... Ardia, David,... 2018 Journal article
   
The peer performance ratios of hedge funds Ardia, David,... 2018 Journal article
   
The impact of parameter and model uncertai... Ardia, David,... 2017 Journal article
   
The impact of covariance misspecification ... Ardia, David,... 2017 Journal article
   
A new bootstrap test for multiple assets j... Ardia, David,... 2017 Journal article
   
nse: Computation of numerical standard err... Ardia, David,... 2017 Journal article
   
RiskPortfolios: Computation of risk-based ... Ardia, David,... 2017 Journal article
   
Stress-testing with parametric models and ... Ardia, David,... 2017 Journal article
   
Smart beta and CPPI performance Ardia, David,... 2016 Journal article
   
 
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