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Year of Publication
Title
Author(s)
2013
GARCH Models for Daily Stock Returns: Impact of Estimation Frequency on Value-at-Risk and Expected Shortfall Forecasts
Ardia, David
;
Hoogerheide, Lennart
2014
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.
2010
Efficient Bayesian Estimation and Combination of GARCH-Type Models
Ardia, David
;
Hoogerheide, Lennart F.
2010
Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
Ardia, David
;
Hoogerheide, Lennart F.
2009
To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods
Ardia, David
;
Hoogerheide, Lennart
;
van Dijk, Herman K.
2008
Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation
Ardia, David
;
Hoogerheide, Lennart F.
;
van Dijk, Herman K.
2010
A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods
Ardia, David
;
Basturk, Nalan
;
Hoogerheide, Lennart
;
van Dijk, Herman K.
Author
4
Hoogerheide, Lennart F.
3
Hoogerheide, Lennart
3
van Dijk, Herman K.
1
Basturk, Nalan
1
Gatarek, Lukasz
year of Publication
1
2014
1
2013
3
2010
1
2009
1
2008