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Ardia, David
Preferred name
Ardia, David
Main Affiliation
Job title
Ancien.ne collaborateur.trice
Identifiers
Research Output
Now showing 1 - 10 of 46
- PublicationOpen Access
- PublicationOpen AccessProperties of the Margrabe Best-of-Two strategy to tactical asset allocation(2019)
; - PublicationOpen AccessMarkov-switching GARCH models in R: The MSGARCH package(2019)
; ; - PublicationOpen AccessGeneralized autoregressive score models in R: The GAS package(2019-1-1)
; - PublicationOpen AccessMethods for computing numerical standard errors: Review and application to Value-at-Risk estimation(2018-7)
; ; Hoogerheide, Lennart - PublicationOpen AccessDownside risk evaluation with the R package GAS(2018)
; - PublicationOpen AccessForecasting risk with Markov-switching GARCH models: A large-scale performance study(2018)
; ; - PublicationOpen AccessBeyond risk-based portfolios: Balancing performance and risk contributions in asset allocation(2018)
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