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 41 0 0 0 33
Bootstrapping high-frequency jump tests 0 0 0 71 0 0 0 48
Bootstrapping high-frequency jump tests 0 0 1 71 0 0 2 41
Bootstrapping realized multivariate volatility measures 0 0 0 6 0 0 0 62
Bootstrapping the GMM overidentification test Under first-order underidentification 0 0 1 47 0 0 8 138
Conditionally heteroskedastic factor models with skewness and leverage effects 0 0 0 14 0 0 2 89
Efficiency bounds for moment condition models with mixed identification strength 1 3 6 10 3 7 24 29
Large sample properties of the three-step euclidean likelihood estimators under model misspecification 0 0 0 6 0 0 0 52
ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE 0 0 0 52 0 0 0 103
Relevant moment selection under mixed identification strength 0 0 0 33 0 0 3 88
Testing for Common GARCH Factors 0 0 0 14 0 0 0 56
Testing for Common GARCH Factors 0 0 0 17 0 0 0 65
Total Working Papers 1 3 8 382 3 7 39 804


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 2 2 43 1 3 4 160
CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS WITH SKEWNESS AND LEVERAGE EFFECTS 0 0 0 13 0 0 2 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 4 0 0 4 26
Testing for Common Conditionally Heteroskedastic Factors 0 0 1 44 2 2 3 206
Total Journal Articles 0 2 4 107 3 5 13 452


Statistics updated 2024-07-03