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 1 1 6 577
Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment 2 2 6 824 3 6 16 1,473
GMM Estimation for Long Memory Latent Variable Volatility and Duration Models 0 0 1 191 1 1 6 484
Long Memory in Nonlinear Processes 0 1 2 69 0 2 8 143
Propagation of Memory Parameter from Durations to Counts 0 1 3 112 0 2 9 417
The Variance Ratio Statistic at large Horizons 0 0 0 328 0 0 3 1,474
Tracing the Source of Long Memory in Volatility 0 0 0 218 0 0 2 455
Total Working Papers 2 4 12 1,863 5 12 50 5,023


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 0 27 0 0 1 112
BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD 0 0 0 40 1 1 4 122
CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY 0 0 0 12 0 0 5 56
Estimation of mis-specified long memory models 0 0 0 29 1 2 4 113
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment 0 0 3 173 4 5 22 377
Nonparametric regression with long-memory errors 0 0 0 11 1 2 3 47
ON THE ASYMPTOTIC POWER OF THE VARIANCE RATIO TEST 0 1 3 13 0 1 6 56
ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS 0 0 0 33 0 0 8 88
On estimation and testing goodness of fit for m-dependent stable sequences 0 0 1 25 0 0 3 94
On testing the adequacy of stable processes under conditional heteroscedasticity 0 0 0 12 0 1 2 74
Power transformations to induce normality and their applications 0 1 1 53 0 2 4 206
Spectral tests of the martingale hypothesis under conditional heteroscedasticity 0 0 0 44 0 1 5 143
THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS 0 0 0 25 0 0 2 86
The restricted likelihood ratio test at the boundary in autoregressive series 0 0 0 9 0 0 3 55
Total Journal Articles 0 2 8 506 7 15 72 1,629


Statistics updated 2020-02-04