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Simon A. Broda

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2020 – today

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2023
[j5]
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Simon A. Broda, Marc S. Paolella:
ARCHModels.jl: Estimating ARCH Models in Julia. J. Stat. Softw. 107(5) (2023)

2010 – 2019

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2017
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Juan Carlos Arismendi, Simon A. Broda:
Multivariate elliptical truncated moments. J. Multivar. Anal. 157: 29-44 (2017)

2000 – 2009

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2009
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Simon A. Broda, Marc S. Paolella:
Evaluating the density of ratios of noncentral quadratic forms in normal variables. Comput. Stat. Data Anal. 53(4): 1264-1270 (2009)
2007
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Simon A. Broda, Marc S. Paolella:
Saddlepoint approximations for the doubly noncentral t. Comput. Stat. Data Anal. 51(6): 2907-2918 (2007)
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Simon A. Broda, Kai Carstensen, Marc S. Paolella:
Bias-adjusted estimation in the ARX(1) model. Comput. Stat. Data Anal. 51(7): 3355-3367 (2007)

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