| Chicago: A fast and accurate method for portfolio risk calculation SA Broda, MS Paolella Journal of Financial Econometrics 7 (4), 412-436, 2009 | 115 | 2009 |
| Stable mixture GARCH models SA Broda, M Haas, J Krause, MS Paolella, SC Steude Journal of Econometrics 172 (2), 292-306, 2013 | 64 | 2013 |
| Expected shortfall for distributions in finance SA Broda, MS Paolella Statistical tools for finance and insurance, 57-99, 2011 | 64 | 2011 |
| Predicting equity markets with digital online media sentiment: Evidence from Markov-switching models SJ Nooijen, SA Broda Journal of Behavioral Finance 17 (4), 321-335, 2016 | 33 | 2016 |
| Saddlepoint approximations for the doubly noncentral t distribution S Broda, MS Paolella Computational statistics & data analysis 51 (6), 2907-2918, 2007 | 23 | 2007 |
| Approximating expected shortfall for heavy-tailed distributions SA Broda, J Krause, MS Paolella Econometrics and statistics 8, 184-203, 2018 | 19 | 2018 |
| Multivariate elliptical truncated moments JC Arismendi, S Broda Journal of Multivariate Analysis 157, 29-44, 2017 | 18 | 2017 |
| The expected shortfall of quadratic portfolios with heavy‐tailed risk factors SA Broda Mathematical Finance: An International Journal of Mathematics, Statistics …, 2012 | 16 | 2012 |
| Evaluating the density of ratios of noncentral quadratic forms in normal variables S Broda, MS Paolella Computational statistics & data analysis 53 (4), 1264-1270, 2009 | 15 | 2009 |
| Saddlepoint approximations: A review and some new applications SA Broda, MS Paolella Handbook of Computational Statistics: Concepts and Methods, 953-983, 2011 | 14 | 2011 |
| Saddlepoint approximation of expected shortfall for transformed means SA Broda, MS Paolella Preprint. Available at http://hdl. handle. net/11245/1.327329, 2010 | 12 | 2010 |
| On distributions of ratios SA Broda, R Kan Biometrika 103 (1), 205-218, 2016 | 11 | 2016 |
| Assessing and improving the performance of nearly efficient unit root tests in small samples S Broda, K Carstensen, MS Paolella Econometric Reviews 28 (5), 468-494, 2009 | 10 | 2009 |
| Bias-adjusted estimation in the ARX (1) model S Broda, K Carstensen, MS Paolella Computational statistics & data analysis 51 (7), 3355-3367, 2007 | 10 | 2007 |
| Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors SA Broda | 8 | 2013 |
| ARCHModels. jl: estimating ARCH Models in julia SA Broda, MS Paolella Journal of Statistical Software 107, 1-25, 2023 | 6 | 2023 |
| On quadratic forms in multivariate generalized hyperbolic random vectors SA Broda, JA Zambrano Biometrika 108 (2), 413-424, 2021 | 2 | 2021 |
| CHICAGO: A Fast and Accurate Method for Portfolio Risk SA Broda, MS Paolella Swiss Finance Institute Research Paper, 412-436, 2008 | 2 | 2008 |
| Approximately exact inference in dynamic panel models: a QUEST for unbiasedness S Broda, MS Paolella, Y Tchopourian submitted 1 (2), 8, 2006 | 2 | 2006 |
| Optimal steering vector adaptation for linear filters leading to robust beamforming M Natora, F Franke, SA Broda, K Obermayer 2010 4th International Symposium on Communications, Control and Signal …, 2010 | 1 | 2010 |
