Prosper Dovonon : Citation Profile


Are you Prosper Dovonon?

Concordia University (50% share)
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (50% share)

4

H index

1

i10 index

44

Citations

RESEARCH PRODUCTION:

5

Articles

9

Papers

RESEARCH ACTIVITY:

   7 years (2010 - 2017). See details.
   Cites by year: 6
   Journals where Prosper Dovonon has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 2 (4.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdo318
   Updated: 2017-11-18    RAS profile: 2017-11-03    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Goncalves, Silvia (5)

Renault, Eric (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Prosper Dovonon.

Is cited by:

Hansen, Peter (7)

Kilian, Lutz (5)

Lunde, Asger (5)

Barndorff-Nielsen, Ole (4)

Shephard, Neil (4)

Guerron, Pablo (3)

Ruiz, Esther (2)

Doz, Catherine (2)

Renault, Eric (2)

Voev, Valeri (2)

Sentana, Enrique (2)

Cites to:

Bollerslev, Tim (11)

Diebold, Francis (10)

Andersen, Torben (9)

Shephard, Neil (9)

Barndorff-Nielsen, Ole (7)

Sentana, Enrique (5)

Newey, Whitney (5)

Engle, Robert (4)

Hansen, Lars (4)

Meddahi, Nour (4)

Drost, Feike C. (4)

Main data


Where Prosper Dovonon has published?


Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany4

Recent works citing Prosper Dovonon (2017 and 2016)


YearTitle of citing document
2016Impulse Response Matching Estimators for DSGE Models. (2016). Kilian, Lutz ; Guerron, Pablo ; Guerron-Quintana, Pablo ; Inoue, Atsushi . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5730.

Full description at Econpapers || Download paper

2016Joint Confidence Sets for Structural Impulse Responses. (2016). Kilian, Lutz ; Inoue, Atsushi . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5746.

Full description at Econpapers || Download paper

2016The uncertainty of conditional returns, volatilities and correlations in DCC models. (2016). Ruiz, Esther ; Fresoli, Diego E. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:170-185.

Full description at Econpapers || Download paper

2016Joint confidence sets for structural impulse responses. (2016). Kilian, Lutz ; Inoue, Atsushi . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:421-432.

Full description at Econpapers || Download paper

2016Between data cleaning and inference: Pre-averaging and robust estimators of the efficient price. (2016). Mykland, Per A ; Zhang, Lan . In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:2:p:242-262.

Full description at Econpapers || Download paper

2017Impulse response matching estimators for DSGE models. (2017). Kilian, Lutz ; Guerron, Pablo ; Inoue, Atsushi ; Guerron-Quintana, Pablo . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:144-155.

Full description at Econpapers || Download paper

2017Bootstrapping integrated covariance matrix estimators in noisy jump–diffusion models with non-synchronous trading. (2017). Hounyo, Ulrich . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:130-152.

Full description at Econpapers || Download paper

2017Bootstrapping the GMM overidentification test under first-order underidentification. (2017). Gonalves, Silvia ; Dovonon, Prosper . In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:43-71.

Full description at Econpapers || Download paper

2017Mixed-scale jump regressions with bootstrap inference. (2017). Chen, Rui ; Li, Jia ; Todorov, Viktor ; Tauchen, George . In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:417-432.

Full description at Econpapers || Download paper

2016Information spillover dynamics of the energy futures market sector: A novel common factor approach. (2016). Kuruppuarachchi, Duminda ; Premachandra, I M. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:277-294.

Full description at Econpapers || Download paper

2017Estimation of the realized (co-)volatility vector: Large deviations approach. (2017). Djellout, Hacene ; Samoura, Yacouba ; Guillin, Arnaud . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:9:p:2926-2960.

Full description at Econpapers || Download paper

2016Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods. (2016). Witzany, Jiří ; Ficura, Milan . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:4:p:278-301.

Full description at Econpapers || Download paper

2017LARGE DEVIATIONS OF THE REALIZED (CO-)VOLATILITY VECTOR. (2017). Djellout, Hacene ; Samoura, Yacouba ; Guillin, Arnaud . In: Post-Print. RePEc:hal:journl:hal-01082903.

Full description at Econpapers || Download paper

2016Impulse Response Matching Estimators for DSGE Models. (2016). Kilian, Lutz ; Guerron, Pablo ; Guerron-Quintana, Pablo ; Inoue, Atsushi . In: Discussion paper series. RePEc:hit:hiasdp:hias-e-27.

Full description at Econpapers || Download paper

2016Comovement and the financialization of commodities. (2016). Taschini, Luca ; Bonato, Matteo . In: GRI Working Papers. RePEc:lsg:lsgwps:wp215.

Full description at Econpapers || Download paper

Works by Prosper Dovonon:


YearTitleTypeCited
2012Inference about long run canonical correlations In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article1
2012Testing for Common GARCH Factors In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper1
2011Testing for Common GARCH Factors.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2014Bootstrapping the GMM overidentification test Under first-order underidentification In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper7
2016Bootstrapping high-frequency jump tests In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper1
2017Bootstrapping high-frequency jump tests.(2017) In: IDEI Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2017Bootstrapping high-frequency jump tests.(2017) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2013Testing for Common Conditionally Heteroskedastic Factors In: Econometrica.
[Full Text][Citation analysis]
article4
2013Bootstrapping realized multivariate volatility measures In: Journal of Econometrics.
[Full Text][Citation analysis]
article25
2010Bootstrapping realized multivariate volatility measures.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
paper
2010Large sample properties of the three-step euclidean likelihood estimators under model misspecification In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2012Conditionally heteroskedastic factor models with skewness and leverage effects In: MPRA Paper.
[Full Text][Citation analysis]
paper5
2013CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS WITH SKEWNESS AND LEVERAGE EFFECTS.(2013) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2016Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification In: Econometric Reviews.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2017. Contact: CitEc Team