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 0 71 1 1 1 49
Bootstrapping high-frequency jump tests 0 0 0 71 0 1 1 42
Bootstrapping high-frequency jump tests 0 0 0 41 0 1 2 35
Bootstrapping realized multivariate volatility measures 0 0 0 6 0 0 0 62
Bootstrapping the GMM overidentification test Under first-order underidentification 0 1 3 50 0 1 4 142
Conditionally heteroskedastic factor models with skewness and leverage effects 0 0 0 14 0 1 2 91
Efficiency bounds for moment condition models with mixed identification strength 0 0 4 11 0 1 44 68
Large sample properties of the three-step euclidean likelihood estimators under model misspecification 0 0 0 6 0 0 2 54
ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE 0 0 0 52 0 0 2 105
Relevant moment selection under mixed identification strength 0 0 0 33 0 0 3 91
Testing for Common GARCH Factors 0 0 1 18 0 1 3 68
Testing for Common GARCH Factors 0 0 0 14 0 0 0 56
Total Working Papers 0 1 8 387 1 7 64 863


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 1 2 44 0 1 3 161
CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS WITH SKEWNESS AND LEVERAGE EFFECTS 0 0 0 13 0 0 0 38
Inference about long run canonical correlations 0 0 0 3 0 0 0 22
Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification 0 0 1 5 0 1 2 28
Testing for Common Conditionally Heteroskedastic Factors 0 0 0 44 0 2 4 208
Total Journal Articles 0 1 3 109 0 4 9 457


Statistics updated 2025-05-12