Access Statistics for Rohit S. Deo

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimation of mis-specified long memory models 0 0 0 121 0 1 6 574
Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment 1 1 8 822 2 3 19 1,465
GMM Estimation for Long Memory Latent Variable Volatility and Duration Models 0 0 1 191 0 0 6 482
Long Memory in Nonlinear Processes 0 0 2 68 0 0 8 139
Propagation of Memory Parameter from Durations to Counts 0 0 4 111 1 3 12 414
The Variance Ratio Statistic at large Horizons 0 0 0 328 0 0 4 1,472
Tracing the Source of Long Memory in Volatility 0 0 0 218 1 1 6 454
Total Working Papers 1 1 15 1,859 4 8 61 5,000


Journal Article File Downloads Abstract Views
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 1 27 0 0 1 111
BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD 0 0 1 40 1 1 3 119
CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY 0 0 0 12 1 3 4 54
Estimation of mis-specified long memory models 0 0 1 29 1 1 2 110
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment 1 1 6 172 2 4 11 361
Nonparametric regression with long-memory errors 0 0 0 11 0 0 0 44
ON THE ASYMPTOTIC POWER OF THE VARIANCE RATIO TEST 0 0 1 11 0 0 2 51
ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS 0 0 0 33 2 2 2 82
On estimation and testing goodness of fit for m-dependent stable sequences 1 1 1 25 1 1 2 93
On testing the adequacy of stable processes under conditional heteroscedasticity 0 0 0 12 0 0 0 72
Power transformations to induce normality and their applications 0 0 1 52 0 0 1 202
Spectral tests of the martingale hypothesis under conditional heteroscedasticity 0 0 1 44 0 0 1 138
THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS 0 0 0 25 0 0 0 84
The restricted likelihood ratio test at the boundary in autoregressive series 0 0 0 9 1 2 2 54
Total Journal Articles 2 2 13 502 9 14 31 1,575


Statistics updated 2019-09-09