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 20 2 4 11 98
Central Clearing and Systemic Liquidity Risk 0 0 0 54 1 4 14 103
Closed-Form Estimation of Finite-Order ARCH Models: Asymptotic Theory and Finite-Sample Performance 0 0 0 37 0 0 2 30
GARCH-Based Identification and Estimation of Triangular Systems 0 0 0 34 6 7 12 137
GARCH-based identification and estimation of triangular systems 0 0 0 39 4 11 17 161
GARCH-based identification of triangular systems with an application to the CAPM: still living with the roll critique 0 0 0 88 1 4 12 301
Level Shifts in Beta, Spurious Abnormal Returns and the TARP Announcement 0 0 0 3 0 0 5 27
Loss distribution estimation, external data and model averaging 0 0 0 186 0 0 8 573
Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique 0 0 0 29 2 4 11 205
Market proxies, correlation, and relative mean-variance efficiency: still living with the roll critique 0 0 0 15 3 9 18 218
Regular Variation of Popular GARCH Processes Allowing for Distributional Asymmetry 0 0 0 69 4 5 7 41
Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model 0 0 1 98 2 7 14 338
Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model 0 0 0 9 3 3 9 85
When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models 0 0 0 16 4 7 18 87
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 3 3 11 30
When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models 1 1 32 32 2 4 15 15
Total Working Papers 1 1 33 729 37 72 184 2,449

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 2 7 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 0 4 38
Total Journal Articles 0 0 0 22 1 2 11 106

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06