Concepedia
Statistics
Publications
10
Citations
283
H-Index
Active since
2006
Affiliations
University of Zurich(Current)
University of Amsterdam
Swiss Finance Institute
Tinbergen Institute
Simon A. Broda is an author at University of Zurich specializing in economics, business, and financial economics.
Publications per year
2006–2017
CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation
Simon A. Broda, Marc S. Paolella · Journal of Financial Econometrics · 2009 · 75 citations
Business, Economics, Finance +17
Stable mixture GARCH models
Simon A. Broda, Markus Haas, Jochen Krause et al. · Journal of Econometrics · 2012 · 61 citations
Predicting Equity Markets with Digital Online Media Sentiment: Evidence from Markov-switching Models
Steven J. Nooijen, Simon A. Broda · Journal of Behavioral Finance · 2016 · 28 citations · Full text
Saddlepoint approximations for the doubly noncentral distribution
Simon A. Broda, Marc S. Paolella · Computational Statistics & Data Analysis · 2006 · 21 citations
Computing, Computational Engineering, Stochastic Processes +6
Approximating expected shortfall for heavy-tailed distributions
Simon A. Broda, Jochen Krause, Marc S. Paolella · Econometrics and Statistics · 2017 · 21 citations
Natural Sciences, Risk Management, Econometrics +10
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