ARDIA, David, BLUTEAU, Keven, BOUDT, Kris;
« Media abnormal tone, earnings announcements, and the stock market »,
Journal of Financial Markets, vol. 61, 2022, p. 1-19.
ARDIA, David, BOUDT, Kris, HARTMANN, Stefan, NGUYEN, Giang;
« Properties of the Margrabe Best-of-two strategy to tactical asset allocation »,
International Review of Financial Analysis, vol. 81, 2022, p. 1-15.
ARDIA, David, BLUTEAU, Keven, BORMS, Samuel, BOUDT, Kris;
« The R Package sentometrics to Compute, Aggregate, and Predict with Textual Sentiment »,
Journal of Statistical Software, vol. 99, no 2, 2021, p. 1-40.
ALGABA, Andres, ARDIA, David, BLUTEAU, Keven, BORMS, Samuel, BOUDT, Kris;
« Econometrics meets sentiment: An overview of methodology and applications »,
Journal of Economic Surveys, vol. 34, no 3, 2020, p. 512-547.
ARDIA, David, BLUTEAU, Keven, BOUDT, Kris;
« Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values »,
International Journal of Forecasting, vol. 35, no 4, 2019, p. 1370-1386.
ARDIA, David, BLUTEAU, Keven, BOUDT, Kris, CATANIA, Leopoldo, TROTTIER, Denis-Alexandre;
« Markov-Switching GARCH Models in R: The MSGARCH Package »,
Journal of Statistical Software, vol. 91, no 4, 2019, p. 1-38.
ARDIA, David, BOUDT, Kris, CATANIA, Leopoldo;
« Generalized Autoregressive Score Models in R: The GAS Package »,
Journal of Statistical Software, vol. 88, no 6, 2019, p. 1-28.
ARDIA, David, BOUDT, Kris, CATANIA, Leopoldo;
« Downside Risk Evaluation with the R Package GAS »,
The R Journal, vol. 10, no 2, 2018, p. 410-421.
ARDIA, David, BOUDT, Kris, NGUYEN, Giang;
« Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation »,
Quantitative Finance, vol. 18, no 8, 2018, p. 1249-1259.
ARDIA, David, BLUTEAU, Keven, BOUDT, Kris, CATANIA, Leopoldo;
« Forecasting risk with Markov-switching GARCH models : A large-scale performance study »,
International Journal of Forecasting, vol. 34, no 4, 2018, p. 733-747.
ARDIA, David, BLUTEAU, Keven, HOOGERHEIDE, Lennart;
« Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation »,
Journal of Time Series Econometrics, vol. 10, no 2, 2018, p. 716-723.
ARDIA, David, KOLLY, Jeremy, TROTTIER, Denis-Alexandre;
« The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models »,
Journal of Forecasting, vol. 36, no 7, 2017, p. 808-823.
ARDIA, David, BOLLIGER, Guido, BOUDT, Kris, GAGNON-FLEURY, Jean-Philippe;
« The impact of covariance misspecification in risk-based portfolios »,
Annals of Operations Research, vol. 254, no 1-2, 2017, p. 1-16.
