Photo of Todd A. Prono

Todd A. Prono

Education

  • Ph.D., Economics, Boston College, 2006
Current Research Topics
  • Conditional Volatility Modeling and Estimation
  • Heavy-Tailed Inference
  • Senior Economist

    Board of Governors of the Federal Reserve System

    2016 - present
  • Assistant Professor of Finance

    American University

    2013 - 2016
  • Financial Economist

    Commodity Futures Trading Commission

    2009 - 2013
  • Financial Economist

    Federal Reserve Bank of Boston

    2006 - 2009
  • conference

    9/5/2018

    25th International Conference on Forecasting Financial Markets

  • conference

    6/1/2018

    Annual Meeting of the Risk Society

  • conference

    6/1/2017

    3rd International Workshop on Financial Markets and Nonlinear Dynamics

  • conference

    3/30/2017

    25th Symposium of the Society of Nonlinear Dynamics and Econometrics

  • conference

    12/9/2016

    10th International Computational and Financial Econometrics Conference

  • conference

    10/21/2016

    Midwest Econometrics Group

  • conference

    12/12/2015

    9th International Conference on Computational and Financial Econometrics (invited)

    Linear Two-Stage-Least-Squares Estimators for GARCH Processes

  • conference

    4/1/2015

    Royal Economic Society Conference

    Reconsidering Moments-Based Estimators for ARCH Processes

  • conference

    6/13/2014

    7th Annual Society for Financial Econometrics (SoFiE) Conference

    Simple Estimators for the GARCH(1,1) Model

  • conference

    6/21/2012

    5th Annual Society for Financial Econometrics (SoFiE) Conference

    When a Factor is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models

  • conference

    9/17/2011

    NBER-NSF Time Series Conference

    Using Skewness to Estimate the Semi-Strong GARCH(1,1) Model

Awards
  • 2010

    Southwestern Finance Association

    Best Paper in Investments

Referee
  • American Journal of Agricultural Economics
  • Journal of Applied Econometrics
  • Journal of Empirical Finance
  • Journal of Financial Econometrics
  • Oxford Bulletin of Economics and Statistics
  • Quantitative Finance
Last update: September 14, 2020