Person:86301

Available identifiers

MaRDI QIDQ86301

List of research outcomes

Publication	Date of Publication	Type
MSGARCH	2022-12-05	Software
DEoptim	2022-11-11	Software
nse	2022-11-10	Software
AdMit	2022-02-08	Software
sentometrics	2021-08-18	Software
PeerPerformance	2021-05-16	Software
RiskPortfolios	2021-05-16	Software
bayesGARCH	2021-05-16	Software
The R Package sentometrics to Compute, Aggregate, and Predict with Textual Sentiment	2021-01-01	Paper
Markov-Switching GARCH Models in R: The MSGARCH Package	2019-01-01	Paper
Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation	2018-07-01	Paper
The peer performance ratios of hedge funds	2018-02-01	Paper
The impact of covariance misspecification in risk-based portfolios	2017-08-25	Paper
The impact of covariance misspecification in risk-based portfolios	2017-03-22	Paper
nse: Computation of Numerical Standard Errors in R	2017-02-04	Paper
RiskPortfolios: Computation of Risk-Based Portfolios in R	2017-02-03	Paper
Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit	2009-01-01	Paper
Financial Risk Management with Bayesian Estimation of GARCH Models	2008-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: David Ardia