FrançaisEnglish

Érudit | Dépôt de documents >

Browsing « CIRPÉE - Centre interuniversitaire sur le risque, les politiques économiques et l'emploi » by Author « Ardia, David »

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  

Sort by: Order:

Results per page

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

 

About Érudit | Subscriptions | RSS | Terms of Use | Contact us |

Consortium Érudit ©  2016