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 0 123 1 6 8 598
Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment 0 0 0 837 1 5 8 1,524
GMM Estimation for Long Memory Latent Variable Volatility and Duration Models 0 0 0 197 0 6 8 515
Long Memory in Nonlinear Processes 0 0 0 76 1 3 9 174
Propagation of Memory Parameter from Durations to Counts 0 0 0 118 0 2 9 451
The Variance Ratio Statistic at large Horizons 0 0 0 333 0 4 7 1,507
Tracing the Source of Long Memory in Volatility 0 0 0 221 0 3 5 473
Total Working Papers 0 0 0 1,905 3 29 54 5,242

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 31 0 5 7 131
BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD 0 0 0 46 0 5 8 168
CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY 0 0 1 15 0 3 6 71
Estimation of mis-specified long memory models 0 0 0 29 1 2 3 124
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment 0 0 0 192 0 2 8 449
Nonparametric regression with long-memory errors 0 0 0 13 0 3 5 67
ON THE ASYMPTOTIC POWER OF THE VARIANCE RATIO TEST 0 0 0 16 1 3 3 71
ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS 0 1 1 39 1 4 4 109
On estimation and testing goodness of fit for m-dependent stable sequences 0 0 0 25 0 1 5 108
On testing the adequacy of stable processes under conditional heteroscedasticity 0 0 0 12 0 3 4 81
Power transformations to induce normality and their applications 0 0 0 53 2 6 7 222
Spectral tests of the martingale hypothesis under conditional heteroscedasticity 0 0 0 55 1 5 5 171
THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS 0 0 0 35 1 5 8 126
The restricted likelihood ratio test at the boundary in autoregressive series 0 0 0 9 0 0 4 65
Total Journal Articles 0 1 2 570 7 47 77 1,963

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Statistics updated 2026-03-04