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 3 16 105
Central Clearing and Systemic Liquidity Risk 0 0 0 20 1 3 12 99
Closed-Form Estimation of Finite-Order ARCH Models: Asymptotic Theory and Finite-Sample Performance 0 0 0 37 0 1 3 31
GARCH-Based Identification and Estimation of Triangular Systems 0 0 0 34 0 7 13 138
GARCH-based identification and estimation of triangular systems 0 0 0 39 0 4 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 1 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 1 1 9 574
Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique 0 0 0 29 1 3 12 206
Market proxies, correlation, and relative mean-variance efficiency: still living with the roll critique 0 0 0 15 0 3 18 218
Regular Variation of Popular GARCH Processes Allowing for Distributional Asymmetry 0 0 0 69 0 5 8 42
Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model 0 0 1 98 1 4 16 340
Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model 0 0 0 9 0 3 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 5 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 5 13 32
When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models 0 1 32 32 1 3 16 16
Total Working Papers 0 1 33 729 5 51 196 2,463

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 1 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 1 5 39
Total Journal Articles 0 0 0 22 1 2 12 107

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Statistics updated 2026-07-10