Address:
Department of Economics
Concordia University
1455 de Maisonneuve Blvd. West
Montreal, Quebec,
H3G 1M8, Canada
Telephone:
(514) 848-2424 (ext. 3479)
Email: prosper.dovonon@concordia.ca
|
|
Education:
2007: Ph.D. Economics, Universite de Montreal.
2000: MSc. Statistics and Economics, ENSEA, Abidjan, Cote d'Ivoire.
1996: MSc. Mathematics, Universite Nationale du Benin, Abomey-Calavi, Benin.
Professional Experience:
2010 - Pres.: Assistant Professor at Concordia University, Montreal, Canada.
2007 - 2010 : Manager, Barclays Wealth, London.
2002 - 2007 : Instructor, Universite de Montreal.
Research Fields:
Econometrics, Time Series Analysis, Financial Econometrics.
Publications:
"Bootstrapping Realized Multivariate Volatility Measures",
Joint with Silvia Goncalves (Universite de Montreal) and Nour Meddahi (Toulouse School of Economics).
Journal of Econometrics, forthcoming.
This version: July 2010.
Journal of Applied Econometrics, forthcoming.
This version: February 2012
"Inference about Long Run Canonical Correlations",
Joint with Alaistair R. Hall (University of Manchester) and Kalidas Jana (University of Texas at Brownsville).
Journal of Time Series Analysis, forthcoming.
This version: March 2012.
Working Papers: "Testing for Common GARCH factors", Joint with Eric Renault (Brown University).
Econometrica Revise and Resubmit.
This version: June 2011.
"Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification".
Submitted
|