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 3 14 101
Central Clearing and Systemic Liquidity Risk 0 0 0 54 0 2 16 105
Closed-Form Estimation of Finite-Order ARCH Models: Asymptotic Theory and Finite-Sample Performance 1 1 1 38 1 2 4 32
GARCH-Based Identification and Estimation of Triangular Systems 0 0 0 34 0 1 13 138
GARCH-based identification and estimation of triangular systems 0 0 0 39 0 0 17 161
GARCH-based identification of triangular systems with an application to the CAPM: still living with the roll critique 0 0 0 88 0 0 12 301
Level Shifts in Beta, Spurious Abnormal Returns and the TARP Announcement 1 1 1 4 1 1 6 28
Loss distribution estimation, external data and model averaging 0 0 0 186 1 2 10 575
Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique 0 0 0 29 0 1 12 206
Market proxies, correlation, and relative mean-variance efficiency: still living with the roll critique 0 0 0 15 1 1 19 219
Regular Variation of Popular GARCH Processes Allowing for Distributional Asymmetry 0 0 0 69 0 1 8 42
Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model 0 0 1 98 1 3 16 341
Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model 0 0 0 9 0 0 8 85
When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models 0 0 0 16 0 1 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 2 12 32
When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models 0 0 32 32 1 2 17 17
Total Working Papers 2 2 35 731 8 22 202 2,471

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 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 1 2 5 40
Total Journal Articles 0 0 0 22 1 2 12 108

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Statistics updated 2026-08-07