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 3 4 7 55
Bootstrapping high-frequency jump tests 0 0 0 41 1 2 3 37
Bootstrapping high-frequency jump tests 0 0 0 71 3 4 6 47
Bootstrapping realized multivariate volatility measures 0 0 0 6 0 1 1 63
Bootstrapping the GMM overidentification test Under first-order underidentification 0 0 2 50 2 2 7 146
Conditionally heteroskedastic factor models with skewness and leverage effects 0 0 0 14 1 1 3 93
Efficiency bounds for moment condition models with mixed identification strength 0 0 3 14 1 2 41 73
Large sample properties of the three-step euclidean likelihood estimators under model misspecification 0 0 0 6 1 1 4 57
ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE 0 0 0 52 3 10 11 115
Relevant moment selection under mixed identification strength 0 0 0 33 1 1 6 94
Testing for Common GARCH Factors 0 0 1 18 1 2 4 70
Testing for Common GARCH Factors 0 0 0 14 1 1 1 57
Total Working Papers 0 0 6 390 18 31 94 907


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 2 3 8 168
CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS WITH SKEWNESS AND LEVERAGE EFFECTS 0 0 0 13 2 3 3 41
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 7 7 11 38
Testing for Common Conditionally Heteroskedastic Factors 1 1 1 45 3 3 5 211
Total Journal Articles 1 1 2 110 14 16 28 481


Statistics updated 2025-12-06