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	1	9	86	3	15	63	373
Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment	7	19	87	621	16	48	189	988
GMM Estimation for Long Memory Latent Variable Volatility and Duration Models	1	2	16	145	5	9	51	334
Propagation of Memory Parameter from Durations to Counts	2	4	14	86	6	9	41	288
The Variance Ratio Statistic at large Horizons	4	12	53	267	23	58	262	1,135
Tracing the Source of Long Memory in Volatility	0	0	15	185	2	4	42	340
Total Working Papers	14	38	194	1,390	55	143	648	3,458

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	1	3	7	8	3	8	27	27
CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY	0	0	0	0	3	6	7	7
Estimation of mis-specified long memory models	0	1	6	15	1	5	12	48
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment	1	3	17	83	1	3	27	152
Nonparametric regression with long-memory errors	0	0	1	1	1	1	3	3
ON THE ASYMPTOTIC POWER OF THE VARIANCE RATIO TEST	0	0	2	2	2	4	8	8
ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS	0	0	3	3	0	2	6	6
On estimation and testing goodness of fit for m-dependent stable sequences	0	0	1	15	0	1	3	61
On testing the adequacy of stable processes under conditional heteroscedasticity	0	0	1	11	0	0	3	53
Power transformations to induce normality and their applications	2	2	14	34	3	5	53	132
Spectral tests of the martingale hypothesis under conditional heteroscedasticity	0	0	1	22	1	3	5	75
THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS	2	3	5	7	3	8	19	32
Total Journal Articles	6	12	58	201	18	46	173	604

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Statistics updated 2009-11-04