Expertise

Econometrics, time series analysis, financial econometrics

Biography

A CIRANO Researcher and Fellow since 2010, Prosper Dovonon is Associate Professor in the Department of Economics at Concordia University.

Holding a Ph.D. in Economics from the Université de Montréal, his research interests are econometrics, time series analysis and financial econometrics.

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CIRANO Publications by Prosper Dovonon

As an author

1 to 5 of 6 results
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Robust Estimation with Exponentially Tilted Hellinger Distance

Bertille Antoine and Prosper Dovonon

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Inference in Second-Order Identified Models

Prosper Dovonon, Frank Kleibergen and Alastair Hall

Simulation
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Bootstrapping high-frequency jump tests

Prosper Dovonon, Silvia Gonçalves, Ulrich Hounyo and Nour Meddahi

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