Access Statistics for Prosper Dovonon

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
Bootstrapping high-frequency jump tests 0 0 2 41 2 2 8 23
Bootstrapping high-frequency jump tests 0 0 0 69 2 3 12 29
Bootstrapping high-frequency jump tests 0 0 2 71 2 2 10 45
Bootstrapping realized multivariate volatility measures 0 0 0 6 1 1 10 51
Bootstrapping the GMM overidentification test Under first-order underidentification 0 0 3 41 1 2 17 110
Conditionally heteroskedastic factor models with skewness and leverage effects 0 0 0 14 1 2 6 76
Large sample properties of the three-step euclidean likelihood estimators under model misspecification 0 0 0 6 1 1 6 50
ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE 0 0 1 52 1 1 19 89
Relevant moment selection under mixed identification strength 0 1 7 17 1 5 27 30
Testing for Common GARCH Factors 0 0 0 17 1 2 8 50
Testing for Common GARCH Factors 0 0 0 13 1 1 9 51
Total Working Papers 0 1 15 347 14 22 132 604


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bootstrapping realized multivariate volatility measures 0 0 0 39 1 1 5 148
CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS WITH SKEWNESS AND LEVERAGE EFFECTS 0 0 0 12 0 0 1 30
Inference about long run canonical correlations 0 0 0 3 0 0 1 22
Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification 1 1 1 3 1 1 1 15
Testing for Common Conditionally Heteroskedastic Factors 0 1 5 39 2 4 19 183
Total Journal Articles 1 2 6 96 4 6 27 398


Statistics updated 2020-09-04