Details about Todd Andrew Prono

Access statistics for papers by Todd Andrew Prono.

Last updated 2008-11-03. Update your information in the RePEc Author Service.

Short-id: ppr136

Working Papers

2008

1. GARCH-based identification and estimation of triangular systems
   Quantitative Analysis Unit Working Paper, Federal Reserve Bank of Boston

2007

2. Loss distribution estimation, external data and model averaging
   Quantitative Analysis Unit Working Paper, Federal Reserve Bank of Boston

2006

3. GARCH-based identification of triangular systems with an application to the CAPM: still living with the roll critique
   Working Papers, Federal Reserve Bank of Boston