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Publications

6 results

CS

Robust Estimation with Exponentially Tilted Hellinger Distance

Bertille Antoine and Prosper Dovonon

CS
CS

Inference in Second-Order Identified Models

Prosper Dovonon, Frank Kleibergen and Alastair Hall

Simulation
CS

Bootstrapping high-frequency jump tests

Prosper Dovonon, Silvia Gonçalves, Ulrich Hounyo and Nour Meddahi

CS
CS

Testing for Common GARCH Factors

Prosper Dovonon and Eric Renault

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