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Generalized Autoregressive Score Models in R: The GAS Package by David Ardia, Kris Boudt, Leopoldo Catania
Published 2019-01-01
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2
The R Package sentometrics to Compute, Aggregate, and Predict with Textual Sentiment by David Ardia, Keven Bluteau, Samuel Borms, Kris Boudt
Published 2021-08-01
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Correction: Ardia, D., <i>et al</i>. Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. <i>Econometrics</i>... by David Ardia, Lukasz T. Gatarek, Lennart Hoogerheide, Herman K. Van Dijk
Published 2020-02-01
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