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 1 2 3 90
Central Clearing and Systemic Liquidity Risk 0 0 0 54 4 6 6 95
Closed-Form Estimation of Finite-Order ARCH Models: Asymptotic Theory and Finite-Sample Performance 0 0 0 37 0 1 1 29
GARCH-Based Identification and Estimation of Triangular Systems 0 0 0 34 2 3 3 128
GARCH-based identification and estimation of triangular systems 0 0 0 39 1 1 3 146
GARCH-based identification of triangular systems with an application to the CAPM: still living with the roll critique 0 0 0 88 0 1 6 290
Level Shifts in Beta, Spurious Abnormal Returns and the TARP Announcement 0 0 0 3 0 2 3 24
Loss distribution estimation, external data and model averaging 0 0 0 186 1 1 2 567
Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique 0 0 0 29 0 0 2 194
Market proxies, correlation, and relative mean-variance efficiency: still living with the roll critique 0 0 0 15 0 1 1 201
Regular Variation of Popular GARCH Processes Allowing for Distributional Asymmetry 0 0 0 69 1 1 1 35
Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model 1 1 2 98 2 2 7 328
Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model 0 0 1 9 3 3 6 80
When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models 0 0 0 16 2 3 6 73
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 5 22
When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models 0 31 31 31 0 4 4 4
Total Working Papers 1 32 34 728 17 33 59 2,306

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 0 1 3 63
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 1 35
Total Journal Articles 0 0 1 22 0 1 4 98

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Statistics updated 2025-12-06