Bootstrapping realized multivariate volatility measures von Dovonon, Prosper, Gonçalves, Sílvia, Meddahi, Nour

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Robust estimation with exponentially tilted Hellinger distance von Antoine, Bertille, Dovonon, Prosper

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Testing the eigenvalue structure of spot and integrated covariance von Dovonon, Prosper, Taamouti, Abderrahim, Williams, Julian

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Efficiency bounds for moment condition models with mixed identification strength von Dovonon, Prosper, Atchadé, Yves F., Doko Tchatoka, Firmin

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CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS WITH SKEWNESS AND LEVERAGE EFFECTS von Dovonon, Prosper

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Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification von Dovonon, Prosper

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RELEVANT MOMENT SELECTION UNDER MIXED IDENTIFICATION STRENGTH von Dovonon, Prosper, Doko Tchatoka, Firmin, Aguessy, Michael

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Inference in second-order identified models von Dovonon, Prosper, Hall, Alastair R., Kleibergen, Frank

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Bootstrapping the GMM overidentification test under first-order underidentification von Dovonon, Prosper, Gonçalves, Sílvia

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The Asymptotic Properties of GMM and Indirect Inference under Second-order Identification von Dovonon, Prosper, Hall, Alastair

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