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Prono, Todd

 Assitant Professor
 

American University - Kogod School of Business


 4400 Massachusetts Avenue NW
 Washington, DC 20816-8044
 United States
 202-885-2745 (Phone)
 email address

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. Prono, Todd's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
323
Total
Citations
0
Authors Date Downloads
 (Rank)
Citations
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1.  
Prono, Todd
American University - Kogod School of Business
Posted:
24 Nov 09
Last Revised:
09 Sep 14
109
(159,665)
 

2.  
Market Proxies as Factors in Linear Asset Pricing Models: Still Living with the Roll Critique | Show Abstract | Download This Paper |
Journal of Empirical Finance, Forthcoming, FRB of Boston Quantitative Analysis Unit Working Paper No. 09-3
Number of Pages in PDF File: 39
Prono, Todd
American University - Kogod School of Business
Posted:
21 Mar 09
Last Revised:
04 Mar 15
87
(186,123)
 

3.  
The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Triangular Systems, with Applications to Asset Pricing Models that Include a Mismeasured Factor | Show Abstract | Download This Paper |
Prono T. (2014) The role of conditional heteroskedasticity in identifying and estimating linear triangular systems, with applications to asset pricing models that include a mismeasured factor. Journal of Applied Econometrics 29, 800-824.
Number of Pages in PDF File: 48
Prono, Todd
American University - Kogod School of Business
Posted:
21 Sep 11
Last Revised:
09 Sep 14
57
(235,953)
 

4.  
GARCH-Based Identification and Estimation of Triangular Systems | Show Abstract | Download This Paper |
FRB of Boston Quantitative Analysis Unit Working
Number of Pages in PDF File: 19
Prono, Todd
American University - Kogod School of Business
Posted:
05 Sep 08
Last Revised:
22 May 11
55
(240,035)
 

5.  
Prono, Todd
American University - Kogod School of Business
Posted:
10 Sep 14
Last Revised:
13 Dec 14
15
(365,729)
 


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