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 1 3 12 45
CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation 0 0 0 104 0 5 9 389
Multivariate Elliptical Truncated Moments 0 0 0 13 1 6 15 46
On Distributions of Ratios 0 0 0 30 0 6 21 102
On Distributions of Ratios 0 0 0 7 0 3 5 58
On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗ 0 0 0 20 0 5 12 97
Stable Mixture GARCH Models 0 0 1 37 0 2 10 114
Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors 0 0 0 11 0 3 14 78
Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors 0 0 0 17 0 3 12 91
Total Working Papers 0 0 1 239 2 39 130 1,216


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 0 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 0 3 6 78
Multivariate elliptical truncated moments 0 0 0 2 0 4 17 38
On distributions of ratios 0 0 0 3 0 4 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 11 22
Saddlepoint approximations for the doubly noncentral t distribution 0 0 1 39 0 2 6 137
Stable mixture GARCH models 0 0 4 222 0 6 26 775
Total Journal Articles 0 0 8 412 0 33 118 1,525


Statistics updated 2026-07-10