Simon A. Broda

Finance · 2008

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Simon A. Broda trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Aapo Hyvärinen
  2. R. Weide
  3. Olivier Ledoit
  4. Bo Martin Bibby
  5. Luc Bauwens
  6. Michael Wolf
  7. Michael SØrensen
  8. Sébastien-Yves Laurent
  9. Kjersti Aas
  10. Jeroen V. K. Rombouts

Who trusts Simon A. Broda overall

  1. David Salinas
  2. Michael Bohlke-Schneider

Papers from Simon A. Broda's perspective

Ordered by how strongly the researchers Simon A. Broda trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Fast and robust fixed-point algorithms for independent component analysis
  2. GO-GARCH: a multivariate generalized orthogonal GARCH model
  3. Hyperbolic Processes in Finance
  4. Multivariate GARCH Models: A Survey
  5. Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
  6. The Generalized Hyperbolic Model: Estimation, Financial Derivatives, and Risk Measures
  7. Risk Estimation using the Multivariate Normal Inverse Gaussian Distribution
  8. Dynamic Conditional Correlation
  9. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  10. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH

Their papers