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Prono, Todd
7  Ergebnisse:
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1

Shifts in beta and the TARP announcement:

Phin, Andrew ; Prono, Todd ; Reeves, Jonathan J..
Finance Research Letters.  47 (2022)  - p. 102704 , 2022
Link: https://doi.org/10.1016/..
 
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2

Closed-form estimators for finite-order ARCH models as simp..:

Prono, Todd
Studies in Nonlinear Dynamics & Econometrics.  22 (2018)  5 - p. , 2018
Link: https://doi.org/10.1515/..
 
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3

Market proxies as factors in linear asset pricing models: S..:

Prono, Todd
Journal of Empirical Finance.  31 (2015)  - p. 36-53 , 2015
Link: https://doi.org/10.1016/..
 
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4

THE ROLE OF CONDITIONAL HETEROSKEDASTICITY IN IDENTIFYING A..:

Prono, Todd
Journal of Applied Econometrics.  29 (2013)  5 - p. 800-824 , 2013
Link: https://doi.org/10.1002/..
 
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5

Central clearing and systemic liquidity risk:

King, Thomas ; Nesmith, Travis D ; Paulson, Anna Louise.
Series: Working Paper.  , 2019
Link: http://hdl.handle.net/10..
 
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6

THE ROLE OF CONDITIONAL HETEROSKEDASTICITY IN IDENTIFYING A..:

Prono, Todd
URL: https://journaldata.zbw.eu/dataset/8908bdfe-a3fb-4331-a2ce-8a1667bdfcb2/resource/af263ebb-21d7-4463-a910-733bf1d596a8/download/readme.tp.txt.  , 2014
Link: https://doi.org/10.15456..
 
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7

GARCH-based identification of triangular systems with an ap..:

Prono, Todd
Series: Working Papers.  , 2007
Link: http://hdl.handle.net/10..
 
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