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 2 43
Bootstrapping high-frequency jump tests 0 0 0 71 0 1 1 49
Bootstrapping high-frequency jump tests 0 0 0 41 0 0 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 0 3 50 0 1 5 143
Conditionally heteroskedastic factor models with skewness and leverage effects 0 0 0 14 1 1 3 92
Efficiency bounds for moment condition models with mixed identification strength 1 1 2 12 1 1 40 69
Large sample properties of the three-step euclidean likelihood estimators under model misspecification 0 0 0 6 1 1 3 55
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 1 1 4 92
Testing for Common GARCH Factors 0 0 0 14 0 0 0 56
Testing for Common GARCH Factors 0 0 1 18 0 0 3 68
Total Working Papers 1 1 6 388 5 7 65 869


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 0 1 2 162
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 1 1 1 23
Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification 0 0 1 5 0 1 3 29
Testing for Common Conditionally Heteroskedastic Factors 0 0 0 44 0 0 2 208
Total Journal Articles 0 0 2 109 1 3 8 460


Statistics updated 2025-07-04