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Browsing by Author « Ardia, David »
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 |
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| Fully Flexible Views in Multivariate Normal Markets | | Meucci, Attilio; Ardia, David; Keel, Simon | | Issue Date : 2013-05 |
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| Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy | | Ardia, David; Boudt, Kris | | Issue Date : 2013-09 |
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| 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 |
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| The Peer Performance of Hedge Funds | | Ardia, David; Boudt, Kris | | Issue Date : 2013-09 |
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| Worldwide Equity Risk Prediction | | Ardia, David; Hoogerheide, Lennart F. | | Issue Date : 2013-05 |
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Showing results 1 to 6 of 6
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