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 0 0 11 603
Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment 0 0 0 837 0 0 11 1,529
GMM Estimation for Long Memory Latent Variable Volatility and Duration Models 0 0 0 197 0 0 12 519
Long Memory in Nonlinear Processes 0 0 0 76 1 1 9 177
Propagation of Memory Parameter from Durations to Counts 0 0 0 118 0 1 12 454
The Variance Ratio Statistic at large Horizons 0 0 0 333 1 2 11 1,512
Tracing the Source of Long Memory in Volatility 0 0 0 221 0 2 9 478
Total Working Papers 0 0 0 1,905 2 6 75 5,272

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 1 32 0 0 8 133
BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD 0 0 0 46 0 0 12 174
CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY 0 0 0 15 1 1 8 76
Estimation of mis-specified long memory models 0 0 0 29 0 1 4 126
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment 0 0 0 192 0 3 11 454
Nonparametric regression with long-memory errors 0 0 0 13 0 0 4 67
ON THE ASYMPTOTIC POWER OF THE VARIANCE RATIO TEST 0 0 0 16 0 3 7 75
ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS 0 1 2 40 0 3 9 114
On estimation and testing goodness of fit for m-dependent stable sequences 0 0 0 25 0 0 7 110
On testing the adequacy of stable processes under conditional heteroscedasticity 0 0 0 12 0 1 5 83
Power transformations to induce normality and their applications 0 0 0 53 0 1 13 228
Spectral tests of the martingale hypothesis under conditional heteroscedasticity 0 0 0 55 2 3 8 174
THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS 1 1 1 36 2 2 11 131
The restricted likelihood ratio test at the boundary in autoregressive series 0 0 0 9 0 1 6 68
Total Journal Articles 1 2 4 573 5 19 113 2,013

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Statistics updated 2026-08-07