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 2 2 152
Assessing and improving the performance of nearly efficient unit root tests in small samples 0 0 0 0 1 1 4 30
Bias-adjusted estimation in the ARX(1) model 0 0 0 0 0 1 3 34
CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation 0 0 1 104 1 1 3 382
Multivariate Elliptical Truncated Moments 0 0 0 13 0 4 5 35
On Distributions of Ratios 0 0 0 30 0 0 4 82
On Distributions of Ratios 0 0 0 7 1 1 1 54
On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗ 0 0 1 20 3 3 5 88
Stable Mixture GARCH Models 0 0 0 36 0 0 3 104
Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors 0 0 0 11 1 1 4 65
Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors 0 0 0 17 2 2 4 82
Total Working Papers 0 0 2 238 9 16 38 1,108


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 1 2 27 1 4 5 64
Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples 0 0 0 24 0 0 3 93
Bias-adjusted estimation in the ARX(1) model 0 0 0 38 0 3 5 135
CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation 0 0 0 28 0 1 3 110
Evaluating the density of ratios of noncentral quadratic forms in normal variables 0 0 0 26 0 1 4 74
Multivariate elliptical truncated moments 0 0 0 2 1 3 4 24
On distributions of ratios 0 0 0 3 0 0 1 26
On quadratic forms in multivariate generalized hyperbolic random vectors 0 0 0 1 0 1 2 8
Predicting Equity Markets with Digital Online Media Sentiment: Evidence from Markov-switching Models 0 0 0 1 0 1 3 12
Saddlepoint approximations for the doubly noncentral t distribution 0 0 1 39 0 0 1 132
Stable mixture GARCH models 0 1 4 219 2 4 20 755
Total Journal Articles 0 2 7 408 4 18 51 1,433


Statistics updated 2025-12-06