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 1 8 158
Assessing and improving the performance of nearly efficient unit root tests in small samples 0 0 0 0 0 2 12 38
Bias-adjusted estimation in the ARX(1) model 0 0 0 0 0 4 11 44
CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation 0 0 0 104 0 6 9 389
Multivariate Elliptical Truncated Moments 0 0 0 13 0 5 14 45
On Distributions of Ratios 0 0 0 7 0 3 5 58
On Distributions of Ratios 0 0 0 30 0 7 21 102
On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗ 0 0 0 20 0 5 12 97
Stable Mixture GARCH Models 0 1 1 37 2 4 11 114
Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors 0 0 0 11 1 5 14 78
Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors 0 0 0 17 0 4 12 91
Total Working Papers 0 1 1 239 3 46 129 1,214


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 11 70
Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples 0 0 0 24 0 2 8 99
Bias-adjusted estimation in the ARX(1) model 0 0 0 38 0 2 8 139
CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation 0 0 1 29 0 3 10 119
Evaluating the density of ratios of noncentral quadratic forms in normal variables 0 0 0 26 1 3 6 78
Multivariate elliptical truncated moments 0 0 0 2 0 5 17 38
On distributions of ratios 0 0 0 3 0 5 7 33
On quadratic forms in multivariate generalized hyperbolic random vectors 0 0 0 1 0 3 8 15
Predicting Equity Markets with Digital Online Media Sentiment: Evidence from Markov-switching Models 0 0 0 1 0 1 12 22
Saddlepoint approximations for the doubly noncentral t distribution 0 0 1 39 1 2 6 137
Stable mixture GARCH models 0 1 4 222 1 9 26 775
Total Journal Articles 0 1 8 412 4 38 119 1,525


Statistics updated 2026-06-04