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David Ardia — most-cited papers & profile · Time Series
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David Ardia
3
papers ·
19
citations
Google Scholar ↗
Semantic Scholar ↗
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Most-cited papers
Value-at-Risk Prediction in R with the GAS Package
2016 · 19 citations
The R package sentometrics to compute, aggregate and predict with textual sentiment
2021
High-Dimensional Mean-Variance Spanning Tests
2024
Top co-authors
Keven Bluteau
· 1
Kris Boudt
· 1
Kris Boudt and Leopoldo Catania
· 1
Rosnel Sessinou
· 1
Samuel Borms
· 1
S\'ebastien Laurent
· 1
Topics
Domain — Finance
Probabilistic
stat.ME
q-fin.GN
q-fin.PM
q-fin.ST