David Ardia

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
PeerPerformance	2026-10-14	Software
smqf	2026-08-30	Software
AdMit	2026-08-21	Software
RiskPortfolios	2026-08-21	Software
bayesGARCH	2026-08-21	Software
RSDC	2026-08-04	Software
nse	2026-02-08	Software
spantest	2025-09-09	Software
sentometrics	2025-04-03	Software
Efficient estimation of bid–ask spreads from open, high, low, and close prices Journal of Financial Economics	2024-11-01	Paper
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 Journal of Statistical Software	2021-01-01	Paper
Markov-Switching GARCH Models in R: The MSGARCH Package Journal of Statistical Software	2019-01-01	Paper
Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation Journal of Time Series Econometrics	2018-07-01	Paper
The peer performance ratios of hedge funds Journal of Banking & Finance	2018-02-01	Paper
The impact of covariance misspecification in risk-based portfolios Annals of Operations Research	2017-08-25	Paper
The impact of covariance misspecification in risk-based portfolios Annals of Operations Research	2017-03-22	Paper
nse: Computation of Numerical Standard Errors in R The Journal of Open Source Software	2017-02-04	Paper
RiskPortfolios: Computation of Risk-Based Portfolios in R The Journal of Open Source Software	2017-02-03	Paper
Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit Journal of Statistical Software	2009-01-01	Paper
Financial Risk Management with Bayesian Estimation of GARCH Models	2008-01-01	Paper

Research outcomes over time

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