David Ardia

University of Neuchâtel

David Ardia is Professor of Finance at the University of Neuchâtel, Switzerland, and Visiting Professor of Finance at Laval University, Québec City, Canada. Previously, he was Senior Analyst at Aeris Capital AG and Head of Research at Tolomeo Capital AG, two Swiss-based asset managers. In 2008 he received the Chorafas Foundation Award for his book Financial Risk Management with Bayesian Estimation of GARCH Models, published by Springer. He is the author of several scientific articles and statistical packages. He holds an MSc in Applied Mathematics, an MAS in Finance, and a PhD in Bayesian Econometrics.

Articles by David Ardia

Original research

A new bootstrap test for multiple assets joint risk testing

In this paper, a novel simulation-based methodology is proposed to test the validity of a set of marginal time series models.

30 Mar 2017

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Alternatively you can request an individual account here