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Publications

Institut d'analyse financière

Titre Auteurs Année Type
 
Pricing Innovations in Consumption Growth:... Min, Byoung-Kyu 2013 Article de pé...
   
Density prediction of stock index returns ... Hoogerheide, ... 2012 Article de pé...
   
A comparative study of Monte Carlo methods... Ardia, David,... 2012 Article de pé...
   
Are Good-News Firms Riskier than Bad-News ... Min, Byoung-Kyu 2012 Article de pé...
   
Jump-diffusion calibration using Different... Ardia, David,... 2011 Article de pé...
   
DEoptim: An R package for global optimizat... Mullen , Kath... 2011 Article de pé...
   
Differential Evolution with DEoptim: An ap... Ardia, David,... 2011 Article de pé...
   
Generalized marginal risk Ardia, David,... 2011 Article de pé...
   
Fully flexible extreme views Meucci, Attil... 2011 Article de pé...
   
Hedge Fund Investing in the Aftermath of t... Guidotti, Ivan 2011 Article de pé...
   
Macroeconomic Risk and the Cross-Section o... Min, Byoung-Kyu 2011 Article de pé...
   
Future Labor Income Growth and the Cross S... Min, Byoung-Kyu 2011 Article de pé...
   
Efficient Bayesian estimation and combinat... Ardia, David,... 2010 Chapitre de livre
   
Bayesian estimation of the GARCH(1,1) mode... Ardia, David,... 2010 Article de pé...
   
Bayesian estimation of a Markov-switching ... Ardia, David 2009 Article de pé...
   
Adaptive mixture of Student-t distribution... Ardia, David,... 2009 Article de pé...
   
AdMit: Adaptive mixtures of Student-t dist... Ardia, David,... 2009 Article de pé...
   
Behavioral Finance: Quo Vadis? De Bondt, Werner 2009 Article de pé...
   
 
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