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 0 150
Assessing and improving the performance of nearly efficient unit root tests in small samples 0 0 0 0 0 3 3 29
Bias-adjusted estimation in the ARX(1) model 0 0 0 0 0 0 2 33
CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation 0 0 1 104 0 1 2 381
Multivariate Elliptical Truncated Moments 0 0 0 13 0 0 1 31
On Distributions of Ratios 0 0 0 7 0 0 0 53
On Distributions of Ratios 0 0 0 30 0 1 4 82
On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗ 0 0 1 20 0 0 2 85
Stable Mixture GARCH Models 0 0 0 36 0 0 4 104
Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors 0 0 0 11 0 0 3 64
Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors 0 0 0 17 0 1 3 80
Total Working Papers 0 0 2 238 0 6 24 1,092


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 1 2 3 27 1 2 3 61
Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples 0 0 0 24 0 2 3 93
Bias-adjusted estimation in the ARX(1) model 0 0 0 38 0 1 2 132
CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation 0 0 0 28 1 1 3 110
Evaluating the density of ratios of noncentral quadratic forms in normal variables 0 0 0 26 0 1 4 73
Multivariate elliptical truncated moments 0 0 0 2 0 0 1 21
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 0 1 7
Predicting Equity Markets with Digital Online Media Sentiment: Evidence from Markov-switching Models 0 0 0 1 0 0 2 11
Saddlepoint approximations for the doubly noncentral t distribution 0 1 1 39 0 1 1 132
Stable mixture GARCH models 0 0 3 218 0 2 17 751
Total Journal Articles 1 3 7 407 2 10 38 1,417


Statistics updated 2025-10-06