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.
GUIDOTTI, Emanuele, ARDIA, David;
« COVID-19 Data Hub »,
Journal of Open Source Software, vol. 5, no 51, 2020, p. 1-3.
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, 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, 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, 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, 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, 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, GAGNON-FLEURY, Jean-Philippe;
« RiskPortfolios: Computation of Risk-Based Portfolios in R »,
Journal of Open Source Software, vol. 2, no 10, 2017, p. 1-1.
ARDIA, David, GATAREK, Lukasz, HOOGERHEIDE, Lennart;
« A new bootstrap test for multiple assets joint risk testing »,
Journal of Risk, vol. 19, no 4, 2017, p. 1-22.
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.
ARDIA, David, GUERROUAZ, Anas, REY, Jeanne;
« Macroeconomic stress-testing of mortgage default rate using a vector error correction model and entropy pooling »,
Assurances et gestion des risques / Insurance and Risk Management, vol. 83, no 3-4, 2016, p. 115-133.
ARDIA, David, BOUDT, Kris, WAUTERS , Marjan;
« Smart beta and CPPI performance »,
Finance, vol. 37, no 3, 2016, p. 31-65.
