Access Statistics for Todd Andrew Prono

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
Central Clearing and Systemic Liquidity Risk 0 0 0 54 3 7 13 102
Central Clearing and Systemic Liquidity Risk 0 0 0 20 2 6 9 96
Closed-Form Estimation of Finite-Order ARCH Models: Asymptotic Theory and Finite-Sample Performance 0 0 0 37 0 1 2 30
GARCH-Based Identification and Estimation of Triangular Systems 0 0 0 34 0 2 5 130
GARCH-based identification and estimation of triangular systems 0 0 0 39 4 8 10 154
GARCH-based identification of triangular systems with an application to the CAPM: still living with the roll critique 0 0 0 88 1 8 13 298
Level Shifts in Beta, Spurious Abnormal Returns and the TARP Announcement 0 0 0 3 0 3 5 27
Loss distribution estimation, external data and model averaging 0 0 0 186 0 6 8 573
Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique 0 0 0 29 2 9 10 203
Market proxies, correlation, and relative mean-variance efficiency: still living with the roll critique 0 0 0 15 5 13 14 214
Regular Variation of Popular GARCH Processes Allowing for Distributional Asymmetry 0 0 0 69 1 2 3 37
Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model 0 0 1 98 1 4 9 332
Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model 0 0 0 9 0 2 7 82
When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models 0 0 0 16 2 9 13 82
When Simplicity Offers a Benefit, Not a Cost: Closed-Form Estimation of the GARCH(1,1) Model that Enhances the Efficiency of Quasi-Maximum Likelihood 0 0 0 0 0 5 8 27
When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models 0 0 31 31 0 7 11 11
Total Working Papers 0 0 32 728 21 92 140 2,398

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Market proxies as factors in linear asset pricing models: Still living with the roll critique 0 0 0 16 1 4 6 67
THE ROLE OF CONDITIONAL HETEROSKEDASTICITY IN IDENTIFYING AND ESTIMATING LINEAR TRIANGULAR SYSTEMS, WITH APPLICATIONS TO ASSET PRICING MODELS THAT INCLUDE A MISMEASURED FACTOR 0 0 0 6 0 3 4 38
Total Journal Articles 0 0 0 22 1 7 10 105

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Statistics updated 2026-03-04