Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values von Ardia, David, Bluteau, Keven, Boudt, Kris

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Generalized Autoregressive Score Models in R : The GAS Package von Ardia, David, Boudt, Kris, Catania, Leopoldo

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DEoptim : An R Package for Global Optimization by Differential Evolution von Mullen, Katharine, Ardia, David, Gil, David, Windover, Donald, Cline, James

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Markov-Switching GARCH Models in R : The MSGARCH Package von Ardia, David, Bluteau, Keven, Boudt, Kris, Catania, Leopoldo, Trottier, Denis-Alexandre

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The R Package sentometrics to Compute, Aggregate, and Predict with Textual Sentiment von Ardia, David, Bluteau, Keven, Borms, Samuel, Boudt, Kris

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Climate Change Concerns and the Performance of Green vs. Brown Stocks von Ardia, David, Bluteau, Keven, Boudt, Kris, Inghelbrecht, Koen

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Twitter and cryptocurrency pump-and-dumps von Ardia, David, Bluteau, Keven

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The peer performance ratios of hedge funds von Ardia, David, Boudt, Kris

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Reputation in a networked world : revisiting the social foundations of defamation law von Ardia, David S

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ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS von Algaba, Andres, Ardia, David, Bluteau, Keven, Borms, Samuel, Boudt, Kris

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Forecasting risk with Markov-switching GARCH models:A large-scale performance study von Ardia, David, Bluteau, Keven, Boudt, Kris, Catania, Leopoldo

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Regime changes in Bitcoin GARCH volatility dynamics von Ardia, David, Bluteau, Keven, Rüede, Maxime

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Efficient estimation of bid–ask spreads from open, high, low, and close prices von Ardia, David, Guidotti, Emanuele, Kroencke, Tim A.

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Privacy and Court Records: An Empirical Study von Ardia, David S., Klinefelter, Anne

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Is it alpha or beta? Decomposing hedge fund returns when models are misspecified von Ardia, David, Barras, Laurent, Gagliardini, Patrick, Scaillet, Olivier

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Media abnormal tone, earnings announcements, and the stock market von Ardia, David, Bluteau, Keven, Boudt, Kris

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Correction: Ardia, D., et al. Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. Econometrics 2016, 4, 14 von Ardia, David, Gatarek, Lukasz T., Hoogerheide, Lennart, Van Dijk, Herman K.

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A century of Economic Policy Uncertainty through the French–Canadian lens von Ardia, David, Bluteau, Keven, Kassem, Alaa

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Media abnormal tone, earnings announcements, and the stock market von Ardia, David, Bluteau, Keven, Boudt, Kris

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Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations von Ardia, David

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