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 4 6 12 603
Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment 0 0 0 837 4 6 12 1,529
GMM Estimation for Long Memory Latent Variable Volatility and Duration Models 0 0 0 197 3 4 12 519
Long Memory in Nonlinear Processes 0 0 0 76 2 3 10 176
Propagation of Memory Parameter from Durations to Counts 0 0 0 118 2 2 11 453
The Variance Ratio Statistic at large Horizons 0 0 0 333 1 3 10 1,510
Tracing the Source of Long Memory in Volatility 0 0 0 221 3 3 8 476
Total Working Papers 0 0 0 1,905 19 27 75 5,266

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 1 1 1 32 2 2 9 133
BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD 0 0 0 46 6 6 13 174
CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY 0 0 1 15 4 4 9 75
Estimation of mis-specified long memory models 0 0 0 29 1 2 4 125
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment 0 0 0 192 1 2 9 451
Nonparametric regression with long-memory errors 0 0 0 13 0 0 5 67
ON THE ASYMPTOTIC POWER OF THE VARIANCE RATIO TEST 0 0 0 16 1 2 4 72
ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS 0 0 1 39 2 3 6 111
On estimation and testing goodness of fit for m-dependent stable sequences 0 0 0 25 2 2 7 110
On testing the adequacy of stable processes under conditional heteroscedasticity 0 0 0 12 1 1 5 82
Power transformations to induce normality and their applications 0 0 0 53 0 7 12 227
Spectral tests of the martingale hypothesis under conditional heteroscedasticity 0 0 0 55 0 1 5 171
THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS 0 0 0 35 2 4 10 129
The restricted likelihood ratio test at the boundary in autoregressive series 0 0 0 9 1 2 6 67
Total Journal Articles 1 1 3 571 23 38 104 1,994

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Statistics updated 2026-05-06