ArdiaD

David Ardia's repositories

Functions for the construction of risk-based portfolios

Language:RGPL-2.050 6 15

Differential evolution in R

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Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations

Language:RGPL-2.013 3 2

Set of functions to perform (financial) peer performance calculations

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Adaptive Mixture of Student-t distributions

Language:RGPL-2.02 30

Bootstrap methodology for joint testing

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List of pump-and-dump events

100

Code for Alpha or Beta JFE paper

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webpage

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