The following pages link to David Ardia (Q86301):
Displaying 24 items.
- DEoptim (Q20661) (← links)
- AdMit (Q21479) (← links)
- MSGARCH (Q37516) (← links)
- RiskPortfolios (Q40875) (← links)
- nse (Q40876) (← links)
- bayesGARCH (Q42487) (← links)
- sentometrics (Q45073) (← links)
- Markov-Switching GARCH Models in R: The MSGARCH Package (Q86308) (← links)
- (Q89769) (redirect page) (← links)
- (Q89888) (redirect page) (← links)
- Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation (Q89892) (← links)
- nse: Computation of Numerical Standard Errors in R (Q89893) (← links)
- (Q115184) (redirect page) (← links)
- Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit (Q115187) (← links)
- (Q122595) (redirect page) (← links)
- The R Package sentometrics to Compute, Aggregate, and Predict with Textual Sentiment (Q122596) (← links)
- (Q126257) (redirect page) (← links)
- Financial Risk Management with Bayesian Estimation of GARCH Models (Q126258) (← links)
- (Q126303) (redirect page) (← links)
- The peer performance ratios of hedge funds (Q126305) (← links)
- PeerPerformance (Q126306) (← links)
- (Q126307) (redirect page) (← links)
- The impact of covariance misspecification in risk-based portfolios (Q126312) (← links)
- RiskPortfolios: Computation of Risk-Based Portfolios in R (Q126313) (← links)