Prosper Dovonon : Citation Profile


Are you Prosper Dovonon?

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

5

H index

3

i10 index

81

Citations

RESEARCH PRODUCTION:

5

Articles

10

Papers

RESEARCH ACTIVITY:

   9 years (2010 - 2019). See details.
   Cites by year: 9
   Journals where Prosper Dovonon has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 3 (3.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdo318
   Updated: 2020-09-22    RAS profile: 2017-11-03    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Goncalves, Silvia (3)

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 (6)

Lunde, Asger (5)

Kilian, Lutz (5)

Shephard, Neil (5)

Inoue, Atsushi (5)

Barndorff-Nielsen, Ole (4)

Baruník, Jozef (4)

Sentana, Enrique (3)

Guerron, Pablo (3)

Vacha, Lukas (3)

Antoine, Bertille (3)

Cites to:

Bollerslev, Tim (11)

Diebold, Francis (10)

Andersen, Torben (9)

Shephard, Neil (9)

Barndorff-Nielsen, Ole (7)

Newey, Whitney (7)

Sentana, Enrique (7)

Andrews, Donald (6)

Renault, Eric (6)

Hall, Alastair (4)

Hansen, Lars (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 (2020 and 2019)


YearTitle of citing document
2019Improved Inference on the Rank of a Matrix. (2019). Fang, Zheng ; Chen, Qihui. In: Papers. RePEc:arx:papers:1812.02337.

Full description at Econpapers || Download paper

2019Inference on Functionals under First Order Degeneracy. (2019). Fang, Zheng ; Chen, Qihui. In: Papers. RePEc:arx:papers:1901.04861.

Full description at Econpapers || Download paper

2019Co-jumping of Treasury Yield Curve Rates. (2019). Baruník, Jozef ; Fiser, Pavel. In: Papers. RePEc:arx:papers:1905.01541.

Full description at Econpapers || Download paper

2020Hypothesis tests with a repeatedly singular information matrix. (2020). Amengual, Dante ; Bei, Xinyue ; Sentana, Enrique. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14415.

Full description at Econpapers || Download paper

2019Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach. (2019). Valls Pereira, Pedro ; Hotta, Luiz ; Hallin, Marc ; Zevallos, Mauricio ; Trucios-Maza, Carlos Cesar. In: Working Papers ECARES. RePEc:eca:wpaper:2013/288066.

Full description at Econpapers || Download paper

2019Are financial returns really predictable out-of-sample?: Evidence from a new bootstrap test. (2019). Pan, Zhiyuan ; Bu, Ruijun ; Liu, LI ; Xu, Yuhua. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:124-135.

Full description at Econpapers || Download paper

2019Inference on functionals under first order degeneracy. (2019). Fang, Zheng ; Chen, Qihui. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:459-481.

Full description at Econpapers || Download paper

2019On asymptotic size distortions in the random coefficients logit model. (2019). Ketz, Philipp. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:413-432.

Full description at Econpapers || Download paper

2020Statistical inferences for realized portfolio weights. (2020). Lazariv, Taras ; Seifert, Miriam Isabel ; Schmid, Wolfgang ; Golosnoy, Vasyl. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:49-62.

Full description at Econpapers || Download paper

2019Empirical likelihood for high frequency data. (2019). Otsu, Taisuke ; Matsushita, Yukitoshi ; Camponovo, Lorenzo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100320.

Full description at Econpapers || Download paper

2019Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach. (2019). Valls Pereira, Pedro ; Hotta, Luiz ; Hallin, Marc ; Zevallos, Mauricio ; Trucios, Carlos. In: Textos para discussão. RePEc:fgv:eesptd:505.

Full description at Econpapers || Download paper

2019Indirect Inference: Which Moments to Match?. (2019). Frazier, David T ; Renault, Eric. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:1:p:14-:d:215228.

Full description at Econpapers || Download paper

2020Inference in nonparametric/semiparametric moment equality models with shape restrictions. (2020). Zhu, YU. In: Quantitative Economics. RePEc:wly:quante:v:11:y:2020:i:2:p:609-636.

Full description at Econpapers || Download paper

Works by Prosper Dovonon:


YearTitleTypeCited
2019Relevant moment selection under mixed identification strength In: School of Economics Working Papers.
[Full Text][Citation analysis]
paper0
2012Inference about long run canonical correlations In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article2
2012Testing for Common GARCH Factors In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper2
2011Testing for Common GARCH Factors.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2014Bootstrapping the GMM overidentification test Under first-order underidentification In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper12
2016Bootstrapping high-frequency jump tests In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper9
2017Bootstrapping high-frequency jump tests.(2017) In: IDEI Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2017Bootstrapping high-frequency jump tests.(2017) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2013Testing for Common Conditionally Heteroskedastic Factors In: Econometrica.
[Full Text][Citation analysis]
article17
2013Bootstrapping realized multivariate volatility measures In: Journal of Econometrics.
[Full Text][Citation analysis]
article29
2010Bootstrapping realized multivariate volatility measures.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
2010Large sample properties of the three-step euclidean likelihood estimators under model misspecification In: MPRA Paper.
[Full Text][Citation analysis]
paper3
2016Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification.(2016) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2012Conditionally heteroskedastic factor models with skewness and leverage effects In: MPRA Paper.
[Full Text][Citation analysis]
paper7
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: 7
article

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team