Ardia, David (2003): Analysis of dependencies in low frequency financial data sets. Unpublished.
Ardia, David and Hoogerheide, Lennart F. (2009): Bayesian estimation of the GARCH(1,1) model with Student-t innovations. Published in: The R Journal , Vol. 2, No. 2 (31. December 2010): pp. 41-47.
Mullen, Katharine M.; Ardia, David; Gil, David L.; Windover, Donald and Cline, James (2009): DEoptim: An R Package for Global Optimization by Differential Evolution. Unpublished.
Ardia, David; Boudt, Kris; Carl, Peter; Mullen, Katharine M. and Peterson, Brian (2010): Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization. Unpublished.
Ardia, David and Hoogerheide, Lennart F. (2010): Efficient Bayesian estimation and combination of GARCH-type models. Published in: Rethinking Risk Measurement and Reporting: Examples and Applications from Finance, Riskbooks , Vol. Volume II, (October 2010)
Ardia, David (2003): Fear Trading. Unpublished.
Keel, Simon and Ardia, David (2009): Generalized Marginal Risk. Unpublished.
Ardia, David; Ospina, Juan and Giraldo, Giraldo (2010): Jump-Diffusion Calibration using Differential Evolution. Unpublished.
Ardia, David; Lennart, Hoogerheide and Nienke, Corré (2011): Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation? Unpublished.
Ardia, David (2002): Tests d'arbitrage et surfaces de volatilité : analyse empirique sur données haute fréquence. Unpublished.
