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Worldwide equity risk prediction
Ardia, David; Hoogerheide, Lennart F. - In: Applied economics letters 20 (2013) 14, pp. 1333-1339
Persistent link: https://www.econbiz.de/10010142013
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Density prediction of stock index returns using GARCH models: Frequentist or Bayesian estimation?
Hoogerheide, Lennart F.; Ardia, David; Corré, Nienke - In: Economics letters 116 (2012) 3, pp. 322-326
Persistent link: https://www.econbiz.de/10010000148
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On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks
Hoogerheide, Lennart F.; Kaashoek, Johan F.; van Dijk, … - In: Journal of econometrics 139 (2007) 1, pp. 154-180
Persistent link: https://www.econbiz.de/10007734930
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Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations
Ardia, David - In: The econometrics journal 12 (2009) 1, pp. 105-126
Persistent link: https://www.econbiz.de/10008178654
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Fully flexible extreme views
Meucci, Attilio; Ardia, David; Keel, Simon - In: Journal of risk 14 (2012) 2, pp. 39-51
Persistent link: https://www.econbiz.de/10009816301
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Generalized marginal risk
Keel, Simon; Ardia, David - In: The journal of asset management 12 (2011) 2, pp. 123-131
Persistent link: https://www.econbiz.de/10009871097