Access Statistics for Rohit S. Deo

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Estimation of mis-specified long memory models	0	0	0	123	0	1	4	591
Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment	0	0	1	837	0	1	4	1,517
GMM Estimation for Long Memory Latent Variable Volatility and Duration Models	0	0	0	197	0	0	2	507
Long Memory in Nonlinear Processes	0	0	0	76	0	1	2	166
Propagation of Memory Parameter from Durations to Counts	0	0	1	118	0	0	2	442
The Variance Ratio Statistic at large Horizons	0	0	0	333	0	0	0	1,500
Tracing the Source of Long Memory in Volatility	0	0	0	221	0	0	0	468
Total Working Papers	0	0	2	1,905	0	3	14	5,191

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A GENERALIZED PORTMANTEAU GOODNESS-OF-FIT TEST FOR TIME SERIES MODELS	0	0	0	31	0	0	0	124
BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD	0	0	0	46	0	1	4	161
CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY	0	0	0	14	0	1	2	66
Estimation of mis-specified long memory models	0	0	0	29	1	1	1	122
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment	0	0	2	192	0	1	6	442
Nonparametric regression with long-memory errors	0	0	0	13	1	1	2	63
ON THE ASYMPTOTIC POWER OF THE VARIANCE RATIO TEST	0	0	1	16	0	0	2	68
ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS	0	0	1	38	0	0	2	105
On estimation and testing goodness of fit for m-dependent stable sequences	0	0	0	25	0	0	0	103
On testing the adequacy of stable processes under conditional heteroscedasticity	0	0	0	12	0	0	0	77
Power transformations to induce normality and their applications	0	0	0	53	0	0	0	215
Spectral tests of the martingale hypothesis under conditional heteroscedasticity	0	0	0	55	0	0	1	166
THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS	0	0	1	35	0	1	3	119
The restricted likelihood ratio test at the boundary in autoregressive series	0	0	0	9	0	0	0	61
Total Journal Articles	0	0	5	568	2	6	23	1,892

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Statistics updated 2025-06-06