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 3 579
Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment 1 1 7 829 3 5 18 1,485
GMM Estimation for Long Memory Latent Variable Volatility and Duration Models 0 0 1 192 1 3 8 491
Long Memory in Nonlinear Processes 0 0 1 69 0 1 4 145
Propagation of Memory Parameter from Durations to Counts 0 1 4 115 2 4 11 426
The Variance Ratio Statistic at large Horizons 0 0 0 328 2 4 5 1,479
Tracing the Source of Long Memory in Volatility 0 0 0 218 1 1 2 457
Total Working Papers 1 2 13 1,872 10 19 51 5,062


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 2 29 0 1 5 117
BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD 0 0 1 41 1 1 8 129
CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY 0 0 0 12 1 1 4 60
Estimation of mis-specified long memory models 0 0 0 29 0 1 4 115
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment 0 0 0 173 1 4 19 391
Nonparametric regression with long-memory errors 0 0 0 11 0 0 3 48
ON THE ASYMPTOTIC POWER OF THE VARIANCE RATIO TEST 0 0 1 13 0 2 5 60
ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS 0 0 0 33 0 0 3 91
On estimation and testing goodness of fit for m-dependent stable sequences 0 0 0 25 1 1 2 96
On testing the adequacy of stable processes under conditional heteroscedasticity 0 0 0 12 0 0 2 75
Power transformations to induce normality and their applications 0 0 1 53 1 2 7 211
Spectral tests of the martingale hypothesis under conditional heteroscedasticity 0 0 0 44 0 0 4 146
THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS 1 1 1 26 1 3 4 90
The restricted likelihood ratio test at the boundary in autoregressive series 0 0 0 9 0 0 1 56
Total Journal Articles 1 1 6 510 6 16 71 1,685


Statistics updated 2020-11-03