David Ardia

Available identifiers

zbMath Open ardia.davidMaRDI QIDQ925193

List of research outcomes

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

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

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