Bias-adjusted estimation in the ARX(1) model. - Simon A. Broda; Kai Carstensen; Marc S. Paolella (Comput. Stat. Data Anal., 2007)

Saddlepoint approximations for the doubly noncentral t. - Simon A. Broda; Marc S. Paolella (Comput. Stat. Data Anal., 2007)

Evaluating the density of ratios of noncentral quadratic forms in normal variables. - Simon A. Broda; Marc S. Paolella (Comput. Stat. Data Anal., 2009)

Multivariate elliptical truncated moments. - Juan Carlos Arismendi; Simon A. Broda (J. Multivar. Anal., 2017)

ARCHModels.jl: Estimating ARCH Models in Julia. - Simon A. Broda; Marc S. Paolella (J. Stat. Softw., 2023)