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Publications

Institut d'analyse financière

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