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	122	0	0	3	586
Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment	0	0	2	836	1	3	7	1,510
GMM Estimation for Long Memory Latent Variable Volatility and Duration Models	0	0	0	196	0	0	1	503
Long Memory in Nonlinear Processes	0	0	0	74	1	1	1	157
Propagation of Memory Parameter from Durations to Counts	0	0	0	116	0	0	2	436
The Variance Ratio Statistic at large Horizons	0	0	1	332	0	0	1	1,499
Tracing the Source of Long Memory in Volatility	0	0	0	219	0	2	2	464
Total Working Papers	0	0	3	1,895	2	6	17	5,155

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	1	31	1	1	2	124
BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD	1	1	3	46	1	1	7	155
CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY	0	0	0	13	0	0	0	63
Estimation of mis-specified long memory models	0	0	0	29	0	0	2	120
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment	0	1	3	188	0	1	5	433
Nonparametric regression with long-memory errors	0	0	0	13	0	0	0	59
ON THE ASYMPTOTIC POWER OF THE VARIANCE RATIO TEST	0	0	0	13	0	0	0	63
ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS	0	0	1	37	0	1	2	103
On estimation and testing goodness of fit for m-dependent stable sequences	0	0	0	25	0	0	5	103
On testing the adequacy of stable processes under conditional heteroscedasticity	0	0	0	12	0	0	0	76
Power transformations to induce normality and their applications	0	0	0	53	0	0	0	214
Spectral tests of the martingale hypothesis under conditional heteroscedasticity	0	0	9	54	0	0	10	163
THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS	0	0	1	31	0	0	4	110
The restricted likelihood ratio test at the boundary in autoregressive series	0	0	0	9	0	0	0	59
Total Journal Articles	1	2	18	554	2	4	37	1,845

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Statistics updated 2023-06-05