Simon A. Broda

Available identifiers

Publication	Date of Publication	Type
On quadratic forms in multivariate generalized hyperbolic random vectors	2022-01-18	Paper
Testing for individual sphericity in heterogeneous panels	2021-04-20	Paper
Multivariate elliptical truncated moments	2017-05-29	Paper
Stable mixture GARCH models	2017-05-12	Paper
On distributions of ratios	2016-04-05	Paper
THE EXPECTED SHORTFALL OF QUADRATIC PORTFOLIOS WITH HEAVY‐TAILED RISK FACTORS	2013-05-14	Paper
Evaluating the density of ratios of noncentral quadratic forms in normal variables	2010-03-30	Paper
Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples	2009-08-28	Paper
Bias-adjusted estimation in the ARX(1) model	2009-05-29	Paper
Saddlepoint approximations for the doubly noncentral \(t\) distribution	2009-05-29	Paper

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