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 0 1 32
CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation 0 0 2 104 0 0 2 380
Multivariate Elliptical Truncated Moments 0 0 0 13 0 0 1 31
On Distributions of Ratios 0 0 0 30 2 2 4 81
On Distributions of Ratios 0 0 0 7 0 0 0 53
On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗ 0 1 1 20 0 2 6 85
Stable Mixture GARCH Models 0 0 0 36 0 2 3 103
Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors 0 0 0 11 0 0 2 63
Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors 0 0 0 17 0 0 3 79
Total Working Papers 0 1 3 238 2 6 22 1,083


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 4 59
Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples 0 0 0 24 0 1 1 91
Bias-adjusted estimation in the ARX(1) model 0 0 0 38 0 0 2 131
CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation 0 0 0 28 0 1 2 108
Evaluating the density of ratios of noncentral quadratic forms in normal variables 0 0 0 26 0 0 2 70
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 1 1 7
Predicting Equity Markets with Digital Online Media Sentiment: Evidence from Markov-switching Models 0 0 0 1 1 1 2 10
Saddlepoint approximations for the doubly noncentral t distribution 0 0 0 38 0 0 0 131
Stable mixture GARCH models 0 1 7 218 0 8 26 748
Total Journal Articles 0 1 8 404 1 12 42 1,402


Statistics updated 2025-05-12