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.
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