Access Statistics for Prosper Dovonon

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Bootstrapping high-frequency jump tests	0	0	0	71	2	7	10	51
Bootstrapping high-frequency jump tests	0	0	0	41	1	2	4	38
Bootstrapping high-frequency jump tests	0	0	0	71	7	13	17	65
Bootstrapping realized multivariate volatility measures	0	0	0	6	1	4	5	67
Bootstrapping the GMM overidentification test Under first-order underidentification	0	0	1	50	4	6	9	150
Conditionally heteroskedastic factor models with skewness and leverage effects	0	0	0	14	3	6	8	98
Efficiency bounds for moment condition models with mixed identification strength	0	0	3	14	3	4	9	76
Large sample properties of the three-step euclidean likelihood estimators under model misspecification	0	0	0	6	5	6	8	62
ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE	0	0	0	52	4	9	16	121
Relevant moment selection under mixed identification strength	0	0	0	33	3	5	7	98
Testing for Common GARCH Factors	0	0	0	14	2	4	4	60
Testing for Common GARCH Factors	0	0	0	18	2	3	5	72
Total Working Papers	0	0	4	390	37	69	102	958

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Bootstrapping realized multivariate volatility measures	0	0	1	44	4	7	13	173
CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS WITH SKEWNESS AND LEVERAGE EFFECTS	0	0	0	13	4	6	7	45
Inference about long run canonical correlations	0	0	0	3	0	0	1	23
Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification	0	0	0	5	4	11	15	42
Testing for Common Conditionally Heteroskedastic Factors	0	1	1	45	2	8	10	216
Total Journal Articles	0	1	2	110	14	32	46	499

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Statistics updated 2026-02-12