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Munich Personal RePEc Archive

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Group by: Date | Item ID
Jump to: 40025 | 40123 | 40206 | 40224
Number of items: 4.

40025

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

40123

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

40206

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

40224

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

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