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 8 10 99
Central Clearing and Systemic Liquidity Risk 0 0 0 20 3 5 7 94
Closed-Form Estimation of Finite-Order ARCH Models: Asymptotic Theory and Finite-Sample Performance 0 0 0 37 1 1 2 30
GARCH-Based Identification and Estimation of Triangular Systems 0 0 0 34 0 4 5 130
GARCH-based identification and estimation of triangular systems 0 0 0 39 2 5 6 150
GARCH-based identification of triangular systems with an application to the CAPM: still living with the roll critique 0 0 0 88 4 7 13 297
Level Shifts in Beta, Spurious Abnormal Returns and the TARP Announcement 0 0 0 3 2 3 5 27
Loss distribution estimation, external data and model averaging 0 0 0 186 6 7 8 573
Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique 0 0 0 29 5 7 8 201
Market proxies, correlation, and relative mean-variance efficiency: still living with the roll critique 0 0 0 15 7 8 9 209
Regular Variation of Popular GARCH Processes Allowing for Distributional Asymmetry 0 0 0 69 1 2 2 36
Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model 0 1 1 98 1 5 8 331
Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model 0 0 0 9 1 5 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 3 9 12 80
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 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 6 7 11 11
Total Working Papers 0 1 32 728 45 88 121 2,377

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 1 16 2 3 6 66
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 2 3 4 38
Total Journal Articles 0 0 1 22 4 6 10 104

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Statistics updated 2026-02-12