Simon A. Broda

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On quadratic forms in multivariate generalized hyperbolic random vectors Biometrika	2022-01-18	Paper
Testing for individual sphericity in heterogeneous panels Biometrika	2021-04-20	Paper
Multivariate elliptical truncated moments Journal of Multivariate Analysis	2017-05-29	Paper
Stable mixture GARCH models Journal of Econometrics	2017-05-12	Paper
Stable mixture GARCH models Journal of Econometrics	2017-05-12	Paper
On distributions of ratios Biometrika	2016-04-05	Paper
The expected shortfall of quadratic portfolios with heavy-tailed risk factors Mathematical Finance	2013-05-14	Paper
Evaluating the density of ratios of noncentral quadratic forms in normal variables Computational Statistics and Data Analysis	2010-03-30	Paper
Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples Econometric Reviews	2009-08-28	Paper
Bias-adjusted estimation in the ARX(1) model Computational Statistics and Data Analysis	2009-05-29	Paper
Saddlepoint approximations for the doubly noncentral \(t\) distribution Computational Statistics and Data Analysis	2009-05-29	Paper

Research outcomes over time

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