Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE von Prono, Todd

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THE ROLE OF CONDITIONAL HETEROSKEDASTICITY IN IDENTIFYING AND ESTIMATING LINEAR TRIANGULAR SYSTEMS, WITH APPLICATIONS TO ASSET PRICING MODELS THAT INCLUDE A MISMEASURED FACTOR von Prono, Todd

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Market proxies as factors in linear asset pricing models: Still living with the roll critique von Prono, Todd

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Shifts in beta and the TARP announcement von Phin, Andrew, Prono, Todd, Reeves, Jonathan J., Saxena, Konark

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When Simplicity Offers a Benefit, Not a Cost: Closed-Form Estimation of the GARCH(1,1) Model that Enhances the Efficiency of Quasi-Maximum Likelihood von Prono, Todd

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Regular Variation of Popular GARCH Processes Allowing for Distributional Asymmetry von Prono, Todd

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Closed-Form Estimation of Finite-Order ARCH Models: Asymptotic Theory and Finite-Sample Performance von Prono, Todd

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Simple Estimators for ARCH Models von Prono, Todd

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Central Clearing and Systemic Liquidity Risk von King, Thomas B., Nesmith, Travis D., Paulson, Anna, Prono, Todd

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Central Clearing and Systemic Liquidity Risk von King, Thomas, Nesmith, Travis D., Paulson, Anna, Prono, Todd

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Level Shifts in Beta, Spurious Abnormal Returns and the TARP Announcement von Phin, Andrew, Prono, Todd, Reeves, Jonathan J., Saxena, Konark

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