Access Statistics for Todd Andrew Prono

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Central Clearing and Systemic Liquidity Risk 0 0 0 54 0 0 1 89
Central Clearing and Systemic Liquidity Risk 0 0 0 20 0 0 2 87
Closed-Form Estimation of Finite-Order ARCH Models: Asymptotic Theory and Finite-Sample Performance 0 0 0 37 0 0 0 28
GARCH-Based Identification and Estimation of Triangular Systems 0 0 0 34 0 0 0 125
GARCH-based identification and estimation of triangular systems 0 0 0 39 0 1 2 144
GARCH-based identification of triangular systems with an application to the CAPM: still living with the roll critique 0 0 0 88 1 1 10 285
Level Shifts in Beta, Spurious Abnormal Returns and the TARP Announcement 0 0 0 3 0 1 2 22
Loss distribution estimation, external data and model averaging 0 0 0 186 0 0 0 565
Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique 0 0 0 29 0 1 3 193
Market proxies, correlation, and relative mean-variance efficiency: still living with the roll critique 0 0 0 15 0 0 3 200
Regular Variation of Popular GARCH Processes Allowing for Distributional Asymmetry 0 0 0 69 0 0 2 34
Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model 0 1 3 97 0 2 5 323
Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model 0 1 1 9 0 1 1 75
When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models 0 0 0 16 1 2 2 69
When Simplicity Offers a Benefit, Not a Cost: Closed-Form Estimation of the GARCH(1,1) Model that Enhances the Efficiency of Quasi-Maximum Likelihood 0 0 0 0 0 2 2 19
Total Working Papers 0 2 4 696 2 11 35 2,258

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Market proxies as factors in linear asset pricing models: Still living with the roll critique 1 1 1 16 1 1 2 61
THE ROLE OF CONDITIONAL HETEROSKEDASTICITY IN IDENTIFYING AND ESTIMATING LINEAR TRIANGULAR SYSTEMS, WITH APPLICATIONS TO ASSET PRICING MODELS THAT INCLUDE A MISMEASURED FACTOR 0 0 0 6 0 0 1 34
Total Journal Articles 1 1 1 22 1 1 3 95

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Statistics updated 2025-03-03