Munich Personal RePEc Archive

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Number of items: 4.

September 2009

Todd, Prono (2009): GARCH-based identification and estimation of triangular systems.

Todd, Prono (2009): Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique.

11 November 2009

Todd, Prono (2009): Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model.

Todd, Prono (2009): Using skewness to estimate the semi-strong GARCH(1,1) model.

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