Browse by Institution

Dovonon, Prosper (2008): Large sample properties of the three-step euclidean likelihood estimators under model misspecification.

Dovonon, Prosper (2008): Conditionally heteroskedastic factor models with skewness and leverage effects.

Dovonon, Prosper and Goncalves, Silvia and Meddahi, Nour (2010): Bootstrapping realized multivariate volatility measures.

Dovonon, Prosper and Renault, Eric (2011): Testing for Common GARCH Factors.

Gospodinov, Nikolay and Lkhagvasuren, Damba (2011): A new method for approximating vector autoregressive processes by finite-state Markov chains.