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Prono, Todd's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
231 |
Total
Citations
2 |
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1.
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Prono, Todd Commodity Futures Trading Commission
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21 Mar 09
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Last Revised:
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09 Nov 11
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77
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Asset pricing, CAPM, portfolio efficiency, measurement error, multivariate testing, bootstrap testing
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2.
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Prono, Todd Commodity Futures Trading Commission
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24 Nov 09
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Last Revised:
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29 Jan 13
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66
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GARCH, GMM, closed-form, many moments, skewness
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3.
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Prono, Todd Commodity Futures Trading Commission
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05 Sep 08
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Last Revised:
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22 May 11
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48
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Triangular models, heteroskedasticity, identification.
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4.
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Prono, Todd Commodity Futures Trading Commission
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21 Sep 11
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Last Revised:
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10 Oct 12
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40
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Measurement error, triangular models, factor models, beta estimation, identification, heteroskedasticity, GMM
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Records 1 -
4
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