Login

Publications

Institut d'analyse financière

Titre Auteurs Année Type
 
Downside risk evaluation with the R packag... Ardia, David,... 2018 Article de pé...
   
Efficient Bayesian estimation and combinat... Ardia, David,... 2010 Chapitre de livre
   
Estimation frequency of GARCH-type models:... Ardia, David,... 2014 Article de pé...
   
Exercices de théorie financière et de gest... Dubois, Miche... 2000 Livre
   
Financial Risk Management with Bayesian Es... Ardia, David 2008 Livre
   
Forecasting risk with Markov-switching GAR... Ardia, David,... 2018 Article de pé...
   
Fully flexible extreme views Meucci, Attil... 2011 Article de pé...
   
Future Labor Income Growth and the Cross S... Min, Byoung-Kyu 2011 Article de pé...
   
Generalized autoregressive score models in... Ardia, David,... 2019 Article de pé...
   
Generalized marginal risk Ardia, David,... 2011 Article de pé...
   
Hedge Fund Investing in the Aftermath of t... Guidotti, Ivan 2011 Article de pé...
   
Implied expected returns and the choice of... Ardia, David,... 2015 Article de pé...
   
Jump-diffusion calibration using Different... Ardia, David,... 2011 Article de pé...
   
La performance des stratégies contraires e... Dubois, Miche... 2000 Article de pé...
   
Large scale portfolio optimization with DE... Ardia, David,... 2014 Chapitre de livre
   
Macroeconomic Risk and the Cross-Section o... Min, Byoung-Kyu 2011 Article de pé...
   
Macroeconomic stress-testing of mortgage d... Ardia, David,... 2016 Article de pé...
   
Markov-switching GARCH models in R: The MS... Ardia, David,... 2019 Article de pé...
   
 
Page 1 2 3 4 de 4