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 1 3 5 155
Assessing and improving the performance of nearly efficient unit root tests in small samples 0 0 0 0 2 7 10 36
Bias-adjusted estimation in the ARX(1) model 0 0 0 0 4 4 6 38
CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation 0 0 0 104 1 2 3 383
Multivariate Elliptical Truncated Moments 0 0 0 13 3 4 8 39
On Distributions of Ratios 0 0 0 7 1 2 2 55
On Distributions of Ratios 0 0 0 30 2 4 7 86
On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗ 0 0 1 20 3 6 8 91
Stable Mixture GARCH Models 0 0 0 36 4 6 9 110
Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors 0 0 0 11 5 8 9 72
Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors 0 0 0 17 2 5 6 85
Total Working Papers 0 0 1 238 28 51 73 1,150


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 7 66
Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples 0 0 0 24 2 4 7 97
Bias-adjusted estimation in the ARX(1) model 0 0 0 38 1 2 6 137
CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation 0 0 0 28 2 4 7 114
Evaluating the density of ratios of noncentral quadratic forms in normal variables 0 0 0 26 1 1 5 75
Multivariate elliptical truncated moments 0 0 0 2 5 7 9 30
On distributions of ratios 0 0 0 3 2 2 2 28
On quadratic forms in multivariate generalized hyperbolic random vectors 0 0 0 1 2 2 4 10
Predicting Equity Markets with Digital Online Media Sentiment: Evidence from Markov-switching Models 0 0 0 1 7 8 11 20
Saddlepoint approximations for the doubly noncentral t distribution 0 0 1 39 2 3 4 135
Stable mixture GARCH models 0 2 4 221 4 12 25 765
Total Journal Articles 0 2 7 410 29 48 87 1,477


Statistics updated 2026-02-12