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Todd Andrew Prono

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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 the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Todd
Middle Name: Andrew
Last Name: Prono
Suffix:

RePEc Short-ID: ppr136

Email:
Homepage:
Postal Address: Commodity Futures Trading Commission Office of the Chief Economist 1155 21st Street, N.W. Washington, DC 20581 (202) 418-5460
Phone: 202-418-5460

Affiliation

Commodity Futures Trading Commission (CFTC)
Government of the United States
Location: Washington, District of Columbia (United States)
Homepage: http://www.cftc.gov/
Email:
Phone: (202) 418-5000
Fax: (202) 418-5521
Postal: Three Lafayette Centre, 1155 21st Street, NW, Washington DC 20581
Handle: RePEc:edi:cftgvus (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Items authored by Boston College Economics alumni

Works

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Working papers

  1. Todd, Prono, 2010. "Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model," MPRA Paper 20034, University Library of Munich, Germany.
  2. Todd, Prono, 2009. "Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique," MPRA Paper 20031, University Library of Munich, Germany.
  3. Todd, Prono, 2009. "GARCH-Based Identification and Estimation of Triangular Systems," MPRA Paper 20032, University Library of Munich, Germany.
  4. Ethan Cohen-Cole & Todd Prono, 2007. "Loss distribution estimation, external data and model averaging," Risk and Policy Analysis Unit Working Paper QAU07-8, Federal Reserve Bank of Boston.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (4) 2008-01-05 2010-01-23 2010-01-23 2010-01-23. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2010-01-23 2010-01-23. Author is listed
  3. NEP-ORE: Operations Research (1) 2010-01-23. Author is listed
  4. NEP-RMG: Risk Management (1) 2008-01-05. Author is listed

Statistics

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Co-authorship network on CollEc

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