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Regime changes in Bitcoin GARCH volatility dynamics
Ardia, David; Bluteau, Keven; Rüede, Maxime - In: Finance research letters 29 (2019), pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
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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/10003841976
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Financial risk management with bayesian estimation of GARCH models : theory and applications
Ardia, David - 2008
Persistent link: https://www.econbiz.de/10013278094
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The AdMit package
Ardia, David (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003754344
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Adaptive mixture of student-t distributions as a flexible candidate distribution for efficient simulation : the R package AdMit
Ardia, David; Hoogerheide, Lennart F.; Dijk, Herman K. van - 2008
Persistent link: https://www.econbiz.de/10003739124
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Bayesian estimation of the GARCH (1,1) model with student-t innovations
Ardia, David; Hoogerheide, Lennart F. - 2010
Persistent link: https://www.econbiz.de/10003974018
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Efficient Bayesian estimation and combination of GARCH-type models
Ardia, David; Hoogerheide, Lennart F. - 2010
Persistent link: https://www.econbiz.de/10003974028
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Stock index returns' density prediction using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.; Ardia, David; Corré, Nienke - 2011
Persistent link: https://www.econbiz.de/10008824705
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A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
Ardia, David; Baştürk, Nalan; Hoogerheide, Lennart F.; … - 2010
Persistent link: https://www.econbiz.de/10003985264
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Bayesian estimation of single-regime and regime-switching GARCH models : applications to financial risk management
Ardia, David - 2008
Persistent link: https://www.econbiz.de/10003855637