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Information about:
Todd Andrew Prono

Personal Details | Affiliation | Works
This is information that was supplied by Todd Prono in registering through RePEc. If you are Todd Andrew Prono , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Todd
Middle Name: Andrew
Last Name: Prono
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RePEc Short-ID: ppr136

Email:
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Homepage: http://www.bos.frb.org/economic/econbios/prono.htm
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Affiliation

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Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Todd Prono, 2009. "Market proxies, correlation, and relative mean-variance efficiency: still living with the roll critique," Quantitative Analysis Unit Working Paper QAU09-3, Federal Reserve Bank of Boston. [Downloadable!]

  2. Todd Prono, 2008. "GARCH-based identification and estimation of triangular systems," Quantitative Analysis Unit Working Paper QAU08-4, Federal Reserve Bank of Boston. [Downloadable!]

  3. Ethan Cohen-Cole & Todd Prono, 2007. "Loss distribution estimation, external data and model averaging," Quantitative Analysis Unit Working Paper QAU07-8, Federal Reserve Bank of Boston. [Downloadable!]

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2008-01-05 2008-10-07 Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2008-10-07 Author is listed
  3. NEP-RMG: Risk Management (1) 2008-01-05 Author is listed
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This page was last updated on 2009-11-30.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.