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Expertise

Économétrie appliquée et théorique, série temporelle, finance

Publications CIRANO de Prosper Dovonon

1 à 5 de 6 résultats
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Robust Estimation with Exponentially Tilted Hellinger Distance

Bertille Antoine etProsper Dovonon

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Inference in Second-Order Identified Models

Prosper Dovonon, Frank Kleibergen etAlastair Hall

Simulation
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Bootstrapping high-frequency jump tests

Prosper Dovonon, Silvia Gonçalves, Ulrich Hounyo etNour Meddahi

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