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6 results by maintainer "David Ardia"

spantest v1.1-3 7323rd by downloads

Mean-Variance Spanning Tests

David Ardia 499 downloads/30d

AdMit v2.1.9 8215th by downloads

Adaptive Mixture of Student-t Distributions

David Ardia 408 downloads/30d

bayesGARCH v2.1.10 8312th by downloads

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

David Ardia 400 downloads/30d

RiskPortfolios v2.1.7 9231st by downloads

Computation of Risk-Based Portfolios

David Ardia 343 downloads/30d

PeerPerformance v2.3.2 10690th by downloads

Luck-Corrected Peer Performance Analysis in R

David Ardia 289 downloads/30d

RSDC v1.1-2 22049th by downloads

Regime-Switching Dynamic Correlation Models

David Ardia 141 downloads/30d