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Todd Andrew Prono

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
Commodity Futures Trading Commission Office of the Chief Economist 1155 21st Street, N.W. Washington, DC 20581 (202) 418-5460
202-418-5460
Washington, District of Columbia (United States)
http://www.cftc.gov/

: (202) 418-5000
(202) 418-5521
Three Lafayette Centre, 1155 21st Street, NW, Washington DC 20581
RePEc:edi:cftgvus (more details at EDIRC)

This author is featured on the following reading lists, publication compilations or Wikipedia entries:

  1. Items authored by Boston College Economics alumni
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  1. Todd Prono, 2017. "Regular Variation of Popular GARCH Processes Allowing for Distributional Asymmetry," Finance and Economics Discussion Series 2017-095, Board of Governors of the Federal Reserve System (U.S.).
  2. Prono, Todd, 2016. "Closed-Form Estimation of Finite-Order ARCH Models: Asymptotic Theory and Finite-Sample Performance," Finance and Economics Discussion Series 2016-083, Board of Governors of the Federal Reserve System (U.S.), revised Jul 2017.
  3. Prono, Todd, 2011. "When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models," MPRA Paper 33593, University Library of Munich, Germany.
  4. Todd, Prono, 2010. "Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model," MPRA Paper 20034, University Library of Munich, Germany.
  5. 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.
  6. Todd Prono, 2009. "Market proxies, correlation, and relative mean-variance efficiency: still living with the roll critique," Risk and Policy Analysis Unit Working Paper QAU09-3, Federal Reserve Bank of Boston.
  7. Todd, Prono, 2009. "Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model," MPRA Paper 30994, University Library of Munich, Germany, revised 30 Jul 2011.
  8. Todd, Prono, 2009. "GARCH-Based Identification and Estimation of Triangular Systems," MPRA Paper 20032, University Library of Munich, Germany.
  9. Todd Prono, 2008. "GARCH-based identification and estimation of triangular systems," Risk and Policy Analysis Unit Working Paper QAU08-4, Federal Reserve Bank of Boston.
  10. 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.
  11. Todd Prono, 2006. "GARCH-based identification of triangular systems with an application to the CAPM: still living with the roll critique," Working Papers 07-1, Federal Reserve Bank of Boston.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (8) 2007-03-03 2008-01-05 2008-10-07 2010-01-23 2010-01-23 2010-01-23 2011-10-01 2016-10-23. Author is listed
  2. NEP-ETS: Econometric Time Series (6) 2007-03-03 2008-10-07 2010-01-23 2010-01-23 2016-10-23 2017-10-01. Author is listed
  3. NEP-ORE: Operations Research (3) 2010-01-23 2011-10-01 2017-10-01
  4. NEP-FMK: Financial Markets (1) 2007-03-03
  5. NEP-RMG: Risk Management (1) 2008-01-05
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