David Ardia

Economics and Econometrics · 2008–2022

A researcher in the Science corpus: 8 papers; trusts 32 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom David Ardia trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Franc J. G. M. Klaassen
  4. Sylvia Frühwirth-Schnatter
  5. Juri Marcucci
  6. Paraskevi Katsiampa
  7. J. Ziegel
  8. Lawrence R. Glosten
  9. N. Shephard
  10. Markus Haas

Who trusts David Ardia overall

  1. Lennart F. Hoogerheide
  2. Antonietta Mira
  3. Keven Bluteau
  4. Nikolay I. Nikolaev
  5. H. V. Dijk
  6. Reza Solgi
  7. Peter Tino
  8. Maxime Rüede
  9. D. Imparato
  10. Fan Fang

Papers from David Ardia's perspective

Ordered by how strongly the researchers David Ardia trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  3. Estimating the Dimension of a Model
  4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  5. Tests of Conditional Predictive Ability
  6. Value at Risk: The New Benchmark for Managing Financial Risk
  7. Controlling the false discovery rate: a practical and powerful approach to multiple testing
  8. Tests of Equal Forecast Accuracy and Encompassing for Nested Models
  9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  10. A Reality Check for Data Snooping

Their papers