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 0 1 16 106
Central Clearing and Systemic Liquidity Risk 0 0 0 20 0 4 14 103
Closed-Form Estimation of Finite-Order ARCH Models: Asymptotic Theory and Finite-Sample Performance 0 1 1 38 0 2 5 33
GARCH-Based Identification and Estimation of Triangular Systems 0 0 0 34 0 0 13 138
GARCH-based identification and estimation of triangular systems 0 0 0 39 0 1 17 162
GARCH-based identification of triangular systems with an application to the CAPM: still living with the roll critique 0 0 0 88 0 0 11 301
Level Shifts in Beta, Spurious Abnormal Returns and the TARP Announcement 0 1 1 4 0 1 4 28
Loss distribution estimation, external data and model averaging 0 0 0 186 0 1 9 575
Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique 0 0 0 29 0 2 14 208
Market proxies, correlation, and relative mean-variance efficiency: still living with the roll critique 0 0 0 15 0 1 18 219
Regular Variation of Popular GARCH Processes Allowing for Distributional Asymmetry 0 0 0 69 0 0 8 42
Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model 0 0 1 98 2 3 17 343
Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model 0 0 0 9 2 3 11 88
When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models 0 0 0 16 0 0 18 88
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 0 11 32
When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models 0 0 20 32 0 1 15 17
Total Working Papers 0 2 23 731 4 20 201 2,483

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 0 0 6 68
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 2 6 41
Total Journal Articles 0 0 0 22 0 2 12 109

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Statistics updated 2026-10-11