Todd, Prono (2009): GARCH-based identification and estimation of triangular systems. Unpublished.
Todd, Prono (2009): Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique. Unpublished.
Todd, Prono (2009): Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model. Unpublished.
Todd, Prono (2009): Using skewness to estimate the semi-strong GARCH(1,1) model. Unpublished.