Access Statistics for Simon A. Broda

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Approximately Exact Inference in Dynamic Panel Models 0 0 0 0 2 5 7 157
Assessing and improving the performance of nearly efficient unit root tests in small samples 0 0 0 0 0 6 10 36
Bias-adjusted estimation in the ARX(1) model 0 0 0 0 2 6 8 40
CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation 0 0 0 104 0 1 3 383
Multivariate Elliptical Truncated Moments 0 0 0 13 1 5 9 40
On Distributions of Ratios 0 0 0 7 0 1 2 55
On Distributions of Ratios 0 0 0 30 9 13 16 95
On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗ 0 0 1 20 1 4 9 92
Stable Mixture GARCH Models 0 0 0 36 0 6 7 110
Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors 0 0 0 11 1 8 10 73
Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors 0 0 0 17 2 5 8 87
Total Working Papers 0 0 1 238 18 60 89 1,168


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Approximating expected shortfall for heavy-tailed distributions 0 0 2 27 1 3 8 67
Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples 0 0 0 24 0 4 6 97
Bias-adjusted estimation in the ARX(1) model 0 0 0 38 0 2 6 137
CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation 1 1 1 29 2 6 9 116
Evaluating the density of ratios of noncentral quadratic forms in normal variables 0 0 0 26 0 1 5 75
Multivariate elliptical truncated moments 0 0 0 2 3 9 12 33
On distributions of ratios 0 0 0 3 0 2 2 28
On quadratic forms in multivariate generalized hyperbolic random vectors 0 0 0 1 2 4 5 12
Predicting Equity Markets with Digital Online Media Sentiment: Evidence from Markov-switching Models 0 0 0 1 1 9 12 21
Saddlepoint approximations for the doubly noncentral t distribution 0 0 1 39 0 3 4 135
Stable mixture GARCH models 0 2 3 221 1 11 22 766
Total Journal Articles 1 3 7 411 10 54 91 1,487


Statistics updated 2026-03-04