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2 months ago by David Ardia
Adaptive Mixture of Student-t Distributions
21 days ago by David Ardia
Luck-Corrected Peer Performance Analysis in R
3 months ago by David Ardia
Regime-Switching Dynamic Correlation Models
Computation of Risk-Based Portfolios
Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
Statistical Methods for Quantitative Finance
a year ago by David Ardia
Mean-Variance Spanning Tests
