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Simon A. Broda · Study

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Simon A. Broda

4 works· latest 2016· 2 institutionscluster: provisionalORCID 0000-0003-1686-9512

h-index4

i104

Citations206

Works here4

09

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16

Most cited in this library

CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation2009 · 78 citations
Stable mixture GARCH models2012 · 60 citations
Expected shortfall for distributions in finance2011 · 40 citations
Predicting Equity Markets with Digital Online Media Sentiment: Evidence from Markov-switching Models2016 · 28 citations

Works

4 shown

Predicting Equity Markets with Digital Online Media Sentiment: Evidence from Markov-switching Models

Journal of Behavioral Finance·2016·2 authors·Open access

28citations

Stable mixture GARCH models

Journal of Econometrics·2012·5 authors·Open access

60citations

Expected shortfall for distributions in finance

Springer eBooks·2011·2 authors·chapter

40citations

CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation

Journal of Financial Econometrics·2009·2 authors·Open access

78citations