David Ardia
Cited by
Cited by
DEoptim: An R package for global optimization by differential evolution
K Mullen, D Ardia, DL Gil, D Windover, J Cline
Journal of Statistical Software 40 (6), 1-26, 2011
Regime changes in Bitcoin GARCH volatility dynamics
D Ardia, K Bluteau, M Rüede
Finance Research Letters 29, 266-271, 2019
Differential evolution with DEoptim: an application to non-convex portfolio optimization
D Ardia, K Boudt, P Carl, K Mullen, BG Peterson
The R Journal 3 (1), 27-34, 2011
Climate change concerns and the performance of green vs. brown stocks
D Ardia, K Bluteau, K Boudt, K Inghelbrecht
Management Science, 2022
Financial risk management with Bayesian estimation of GARCH models
D Ardia
Lecture Notes in Economics and Mathematical Systems - Springer, 2008
Forecasting risk with Markov-switching GARCH models: A large-scale performance study
D Ardia, K Bluteau, K Boudt, L Catania
International Journal of Forecasting 34 (4), 733-747, 2018
COVID-19 data hub
E Guidotti, D Ardia
Journal of Open Source Software 5 (51), 2376, 2020
Markov-switching GARCH models in R: The MSGARCH package
D Ardia, K Bluteau, K Boudt, L Catania, DA Trottier
Journal of Statistical Software 91 (4), 2019
Econometrics meets sentiment: An overview of methodology and applications
A Algaba, D Ardia, K Bluteau, S Borms, K Boudt
Journal of Economic Surveys 34 (3), 512-547, 2020
DEoptim: Differential evolution in R
D Ardia, KM Mullen, BG Peterson, J Ulrich
R package version, 2.2-3, 2015
Bayesian estimation of a Markov‐switching threshold asymmetric GARCH model with Student‐t innovations
D Ardia
The Econometrics Journal 12 (1), 105-126, 2009
Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values
D Ardia, K Bluteau, K Boudt
International Journal of Forecasting 35 (4), 1370-1386, 2019
Bayesian estimation of the garch (1, 1) model with student-t innovations
D Ardia, LF Hoogerheide
The R Journal 2 (2), 41-47, 2010
Generalized autoregressive score models in R: The GAS package
D Ardia, K Boudt, L Catania
Journal of Statistical Software 88 (6), 1-28, 2019
GARCH models for daily stock returns: Impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
D Ardia, LF Hoogerheide
Economics Letters 123 (2), 187-190, 2014
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
D Ardia, N Baştürk, L Hoogerheide, HK Van Dijk
Computational Statistics & Data Analysis 56 (11), 3398-3414, 2012
Jump‐diffusion calibration using differential evolution
D Ardia, J David, O Arango, NDG Gómez
Wilmott 2011 (55), 76-79, 2011
The impact of covariance misspecification in risk-based portfolios
D Ardia, G Bolliger, K Boudt, JP Gagnon-Fleury
Annals of Operations Research 254, 1-16, 2017
Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: The R package AdMit
D Ardia, LF Hoogerheide, HK van Dijk
Journal of Statistical Software 29 (3), 1-32, 2009
Moments of standardized Fernandez–Steel skewed distributions: Applications to the estimation of GARCH-type models
DA Trottier, D Ardia
Finance Research Letters 18, 311-316, 2016
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