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 0 0 8 158
Assessing and improving the performance of nearly efficient unit root tests in small samples 0 0 0 0 0 0 9 38
Bias-adjusted estimation in the ARX(1) model 0 0 0 0 1 2 13 46
CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation 0 0 0 104 0 0 8 389
Multivariate Elliptical Truncated Moments 0 0 0 13 1 2 16 47
On Distributions of Ratios 0 0 0 30 1 2 22 104
On Distributions of Ratios 0 0 0 7 1 1 6 59
On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗ 0 0 0 20 0 0 12 97
Stable Mixture GARCH Models 1 1 2 38 3 3 13 117
Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors 0 0 0 11 0 0 14 78
Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors 0 0 0 17 1 1 12 92
Total Working Papers 1 1 2 240 8 11 133 1,225


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 1 27 0 0 10 70
Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples 0 0 0 24 0 0 6 99
Bias-adjusted estimation in the ARX(1) model 0 0 0 38 0 1 8 140
CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation 0 0 1 29 0 0 10 119
Evaluating the density of ratios of noncentral quadratic forms in normal variables 0 0 0 26 1 1 6 79
Multivariate elliptical truncated moments 0 0 0 2 0 1 18 39
On distributions of ratios 0 0 0 3 0 0 7 33
On quadratic forms in multivariate generalized hyperbolic random vectors 0 0 0 1 0 0 8 15
Predicting Equity Markets with Digital Online Media Sentiment: Evidence from Markov-switching Models 0 0 0 1 1 3 14 25
Saddlepoint approximations for the doubly noncentral t distribution 0 0 0 39 1 1 6 138
Stable mixture GARCH models 1 1 5 223 3 3 27 778
Total Journal Articles 1 1 7 413 6 10 120 1,535


Statistics updated 2026-09-10