6
H index
2
i10 index
100
Citations
Simon A. Broda : Citation Profile
Universiteit van Amsterdam (47% share) | RESEARCH PRODUCTION: 11 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2006 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Simon A. Broda. | Is cited by:
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Main data
Where Simon A. Broda has published?
| Journals with more than one article published | # docs |
|---|---|
| Computational Statistics & Data Analysis | 3 |
| Biometrika | 2 |
Recent works citing Simon A. Broda (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models. (2024). Krabbe, Frederik. In: Papers. RePEc:arx:papers:2412.19555. Full description at Econpapers || Download paper |
| 2024 | Sustainable risk preferences on asset allocation: a higher order optimal portfolio study. (2024). Esparcia, Carlos ; Diaz, Antonio ; Escribano, Ana. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000029. Full description at Econpapers || Download paper |
| 2025 | Risk Estimation With Composite Quantile Regression. (2025). Grabchak, Michael ; Christou, Eliana. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:166-179. Full description at Econpapers || Download paper |
| 2024 | Novel and old news sentiment in commodity futures markets. (2024). El-Jahel, Lina ; Chi, Yeguang ; Vu, Thanh. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400714x. Full description at Econpapers || Download paper |
| 2024 | Conjugacy properties of multivariate unified skew-elliptical distributions. (2024). Durante, Daniele ; Genton, Marc G ; Karling, Maicon J. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:204:y:2024:i:c:s0047259x24000642. Full description at Econpapers || Download paper |
| 2024 | The football world upside down: Traditional equities as an alternative for the new fan tokens? A portfolio optimization study. (2024). Esparcia, Carlos ; Diaz, Antonio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002897. Full description at Econpapers || Download paper |
| 2025 | Integration of investor behavioral perspective and climate change in reinforcement learning for portfolio optimization. (2025). Jebabli, Ikram ; Bouyaddou, Youssef. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s027553192400432x. Full description at Econpapers || Download paper |
| 2024 | An explorative analysis of sentiment impact on S&P 500 components returns, volatility and downside risk. (2024). Patacca, Marco ; Fig-Talamanca, Gianna. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-022-05129-w. Full description at Econpapers || Download paper |
| 2024 | The distribution of the sample correlation coefficient under variance-truncated normality. (2024). Ogasawara, Haruhiko. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:87:y:2024:i:5:d:10.1007_s00184-023-00918-0. Full description at Econpapers || Download paper |
| 2025 | Novel computational approaches for ratio distributions with an application to Hake’s ratio in effect size measurement. (2025). Borovsk, Dominik ; Hanov, Martina. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:5:d:10.1007_s00362-025-01717-7. Full description at Econpapers || Download paper |
Works by Simon A. Broda:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors In: UvA-Econometrics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2013 | On Distributions of Ratios In: UvA-Econometrics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | On distributions of ratios.(2016) In: Biometrika. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2014 | On Distributions of Ratios.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2008 | CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 36 |
| 2009 | CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation.(2009) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
| 2011 | Stable Mixture GARCH Models In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 21 |
| 2013 | Stable mixture GARCH models.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2007 | Saddlepoint approximations for the doubly noncentral t distribution In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 6 |
| 2007 | Bias-adjusted estimation in the ARX(1) model In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 4 |
| 2007 | Bias-adjusted estimation in the ARX(1) model.(2007) In: Munich Reprints in Economics. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2009 | Evaluating the density of ratios of noncentral quadratic forms in normal variables In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
| 2018 | Approximating expected shortfall for heavy-tailed distributions In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 5 |
| 2017 | Multivariate elliptical truncated moments In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 8 |
| 2016 | Multivariate Elliptical Truncated Moments.(2016) In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2009 | Assessing and improving the performance of nearly efficient unit root tests in small samples In: Munich Reprints in Economics. [Citation analysis] | paper | 7 |
| 2009 | Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples.(2009) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2020 | On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗ In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | On quadratic forms in multivariate generalized hyperbolic random vectors In: Biometrika. [Full Text][Citation analysis] | article | 0 |
| 2006 | Approximately Exact Inference in Dynamic Panel Models In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 1 |
| 2016 | Predicting Equity Markets with Digital Online Media Sentiment: Evidence from Markov-switching Models In: Journal of Behavioral Finance. [Full Text][Citation analysis] | article | 9 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated July, 2 2025. Contact: CitEc Team