David Ardia

Available identifiers

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
RiskPortfolios	2021-05-16	Software
bayesGARCH	2021-05-16	Software
PeerPerformance	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

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