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 0 0 26
Bias-adjusted estimation in the ARX(1) model 0 0 0 0 0 1 1 32
CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation 0 1 2 104 0 1 2 380
Multivariate Elliptical Truncated Moments 0 0 0 13 0 1 1 31
On Distributions of Ratios 0 0 0 30 0 1 2 79
On Distributions of Ratios 0 0 0 7 0 0 0 53
On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗ 0 0 0 19 0 0 4 83
Stable Mixture GARCH Models 0 0 0 36 2 2 3 103
Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors 0 0 0 11 0 2 2 63
Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors 0 0 0 17 0 1 3 79
Total Working Papers 0 1 2 237 2 9 18 1,079


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 25 0 0 5 59
Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples 0 0 0 24 1 1 1 91
Bias-adjusted estimation in the ARX(1) model 0 0 0 38 0 1 3 131
CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation 0 0 1 28 0 0 2 107
Evaluating the density of ratios of noncentral quadratic forms in normal variables 0 0 2 26 0 0 4 70
Multivariate elliptical truncated moments 0 0 0 2 0 1 1 21
On distributions of ratios 0 0 0 3 0 1 1 26
On quadratic forms in multivariate generalized hyperbolic random vectors 0 0 0 1 1 1 2 7
Predicting Equity Markets with Digital Online Media Sentiment: Evidence from Markov-switching Models 0 0 0 1 0 0 1 9
Saddlepoint approximations for the doubly noncentral t distribution 0 0 0 38 0 0 0 131
Stable mixture GARCH models 1 3 8 218 4 9 24 744
Total Journal Articles 1 3 12 404 6 14 44 1,396


Statistics updated 2025-03-03