Simon A. Broda
Names
| first: |
Simon |
| middle: |
A. |
| last: |
Broda |
Identifer
Contact
Affiliations
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Universiteit van Amsterdam
/ Faculteit Economie en Bedrijfskunde
/ Afdeling Kwantitatieve Economie (weight: 47%)
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Tinbergen Instituut (weight: 6%)
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Universiteit van Amsterdam
/ Faculteit Economie en Bedrijfskunde
/ Amsterdam School of Economics (weight: 47%)
Research profile
author of:
- Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors (RePEc:ame:wpaper:1304)
by Simon A. Broda - On Distributions of Ratios (RePEc:ame:wpaper:1310)
by Simon A. Broda & Raymond Kan - CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation (RePEc:chf:rpseri:rp0808)
by Simon A. BRODA & Marc S. PAOLELLA - Stable Mixture GARCH Models (RePEc:chf:rpseri:rp1139)
by Simon A. BRODA & Markus HAAS & Jochen KRAUSE & Marc S. PAOLELLA & Sven C. STEUDE - Saddlepoint approximations for the doubly noncentral t distribution (RePEc:eee:csdana:v:51:y:2007:i:6:p:2907-2918)
by Broda, Simon & Paolella, Marc S. - Bias-adjusted estimation in the ARX(1) model (RePEc:eee:csdana:v:51:y:2007:i:7:p:3355-3367)
by Broda, Simon & Carstensen, Kai & Paolella, Marc S. - Evaluating the density of ratios of noncentral quadratic forms in normal variables (RePEc:eee:csdana:v:53:y:2009:i:4:p:1264-1270)
by Broda, S. & Paolella, M.S. - Stable mixture GARCH models (RePEc:eee:econom:v:172:y:2013:i:2:p:292-306)
by Broda, Simon A. & Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C. - Approximating expected shortfall for heavy-tailed distributions (RePEc:eee:ecosta:v:8:y:2018:i:c:p:184-203)
by Broda, Simon A. & Krause, Jochen & Paolella, Marc S. - Multivariate elliptical truncated moments (RePEc:eee:jmvana:v:157:y:2017:i:c:p:29-44)
by Arismendi, Juan C. & Broda, Simon - Bias-adjusted estimation in the ARX(1) model (RePEc:lmu:muenar:19992)
by Broda, Simon & Paolella, Marc S. & Carstensen, Kai - Assessing and improving the performance of nearly efficient unit root tests in small samples (RePEc:lmu:muenar:20017)
by Broda, Simon & Carstensen, Kai & Paolella, Marc S. - On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗ (RePEc:may:mayecw:n302-20.pdf)
by S. Broda & Juan Carlos Arismendi-Zambrano - On distributions of ratios (RePEc:oup:biomet:v:103:y:2016:i:1:p:205-218.)
by Simon A. Broda & Raymond Kan - On quadratic forms in multivariate generalized hyperbolic random vectors
[Expected shortfall: A natural coherent alternative to value at risk] (RePEc:oup:biomet:v:108:y:2021:i:2:p:413-424.)
by Simon A Broda & Juan Arismendi Zambrano - CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation (RePEc:oup:jfinec:v:7:y:2009:i:4:p:412-436)
by Simon A. Broda & Marc S. Paolella - Multivariate Elliptical Truncated Moments (RePEc:rdg:icmadp:icma-dp2016-06)
by Juan Arismendi & Simon Broda - Approximately Exact Inference in Dynamic Panel Models (RePEc:sce:scecfa:368)
by Simon Broda & Marc Paolella & Yianna Tchopourian - Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples (RePEc:taf:emetrv:v:28:y:2009:i:5:p:468-494)
by Simon Broda & Kai Carstensen & Marc Paolella - Predicting Equity Markets with Digital Online Media Sentiment: Evidence from Markov-switching Models (RePEc:taf:hbhfxx:v:17:y:2016:i:4:p:321-335)
by Steven J. Nooijen & Simon A. Broda - Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors (RePEc:tin:wpaper:20130001)
by Simon A. Broda - On Distributions of Ratios (RePEc:tin:wpaper:20130211)
by Simon A. Broda & Raymond Kan