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
A century of economic policy uncertainty through the French-Canadian Lens Economics Letters	2021-07-22	Paper
The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models Journal of Forecasting	2018-10-12	Paper
Methods for computing numerical standard errors: review and application to value-at-risk estimation Journal of Time Series Econometrics	2018-09-04	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
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood Computational Statistics and Data Analysis	2012-12-30	Paper
Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations Econometrics Journal	2010-06-08	Paper
Financial risk management with Bayesian estimation of GARCH models. Theory and applica\-tions. Lecture Notes in Economics and Mathematical Systems	2008-06-02	Paper

Research outcomes over time

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