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	0	0	0	48
Bootstrapping high-frequency jump tests	0	0	0	41	1	1	2	35
Bootstrapping high-frequency jump tests	0	0	0	71	1	1	1	42
Bootstrapping realized multivariate volatility measures	0	0	0	6	0	0	0	62
Bootstrapping the GMM overidentification test Under first-order underidentification	1	2	3	50	1	3	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	34	46	68
Large sample properties of the three-step euclidean likelihood estimators under model misspecification	0	0	0	6	0	1	2	54
ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE	0	0	0	52	0	1	2	105
Relevant moment selection under mixed identification strength	0	0	0	33	0	2	3	91
Testing for Common GARCH Factors	0	0	0	14	0	0	0	56
Testing for Common GARCH Factors	0	0	1	18	0	1	3	68
Total Working Papers	1	2	8	387	3	45	65	862

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	1	1	3	44	1	1	4	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	1	2	4	208
Total Journal Articles	1	1	4	109	2	4	10	457

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Statistics updated 2025-04-04