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	123	0	1	5	592
Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment	0	0	1	837	1	1	4	1,518
GMM Estimation for Long Memory Latent Variable Volatility and Duration Models	0	0	0	197	0	0	2	507
Long Memory in Nonlinear Processes	0	0	0	76	2	2	4	168
Propagation of Memory Parameter from Durations to Counts	0	0	1	118	0	0	2	442
The Variance Ratio Statistic at large Horizons	0	0	0	333	1	1	1	1,501
Tracing the Source of Long Memory in Volatility	0	0	0	221	0	1	1	469
Total Working Papers	0	0	2	1,905	4	6	19	5,197

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	0	31	1	1	1	125
BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD	0	0	0	46	1	1	5	162
CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY	0	1	1	15	1	2	4	68
Estimation of mis-specified long memory models	0	0	0	29	0	1	1	122
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment	0	0	2	192	0	1	5	443
Nonparametric regression with long-memory errors	0	0	0	13	0	1	2	63
ON THE ASYMPTOTIC POWER OF THE VARIANCE RATIO TEST	0	0	1	16	0	0	2	68
ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS	0	0	1	38	0	0	2	105
On estimation and testing goodness of fit for m-dependent stable sequences	0	0	0	25	0	0	0	103
On testing the adequacy of stable processes under conditional heteroscedasticity	0	0	0	12	1	1	1	78
Power transformations to induce normality and their applications	0	0	0	53	0	0	0	215
Spectral tests of the martingale hypothesis under conditional heteroscedasticity	0	0	0	55	0	0	1	166
THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS	0	0	1	35	0	1	4	120
The restricted likelihood ratio test at the boundary in autoregressive series	0	0	0	9	0	1	1	62
Total Journal Articles	0	1	6	569	4	10	29	1,900

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Statistics updated 2025-08-05