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 3 44
Bootstrapping high-frequency jump tests 0 0 0 71 1 3 4 52
Bootstrapping high-frequency jump tests 0 0 0 41 0 0 1 35
Bootstrapping realized multivariate volatility measures 0 0 0 6 1 1 1 63
Bootstrapping the GMM overidentification test Under first-order underidentification 0 0 3 50 0 1 6 144
Conditionally heteroskedastic factor models with skewness and leverage effects 0 0 0 14 0 0 2 92
Efficiency bounds for moment condition models with mixed identification strength 0 2 3 14 0 2 40 71
Large sample properties of the three-step euclidean likelihood estimators under model misspecification 0 0 0 6 0 1 4 56
ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE 0 0 0 52 0 0 1 105
Relevant moment selection under mixed identification strength 0 0 0 33 0 1 5 93
Testing for Common GARCH Factors 0 0 0 14 0 0 0 56
Testing for Common GARCH Factors 0 0 1 18 0 0 2 68
Total Working Papers 0 2 7 390 3 10 69 879


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 1 44 1 4 6 166
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 1 23
Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification 0 0 0 5 0 2 4 31
Testing for Common Conditionally Heteroskedastic Factors 0 0 0 44 0 0 2 208
Total Journal Articles 0 0 1 109 1 6 13 466


Statistics updated 2025-10-06