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Browsing by Author « Ardia, David »

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Showing results 1 to 6 of 6
Cross-Sectional Distribution of GARCH Coefficients Across S&P 500 Constituents: Time-Variation over the Period 2000-2012
Ardia, David; Hoogerheide, Lennart F.
Issue Date : 2013-05

Fully Flexible Views in Multivariate Normal Markets
Meucci, Attilio; Ardia, David; Keel, Simon
Issue Date : 2013-05

Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy
Ardia, David; Boudt, Kris
Issue Date : 2013-09

A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: an Application to Risk Analysis
Ardia, David; Gatarek, Lukasz; Hoogerheide, Lennart F.
Issue Date : 2014-03

The Peer Performance of Hedge Funds
Ardia, David; Boudt, Kris
Issue Date : 2013-09

Worldwide Equity Risk Prediction
Ardia, David; Hoogerheide, Lennart F.
Issue Date : 2013-05

Showing results 1 to 6 of 6

 

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