Rohit Deo - Concepedia

Author

Rohit Deo

New York University

Also Known As

Deo, Rohit, R. S. Deo, R.S. Deo, Rohit Deo, Rohit S Deo, Rohit S. Deo, Rohit Siddheshwar Deo

Publications

1.1K

Citations

H-Index

Concepts

All Affiliations

New York University Texas A&M University

About

Rohit Deo is an author at New York University specializing in engineering, statistical inference, and statistics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	10	10	717
2	Business	5	5	657
3	Biostatistics	4	4	451
4	Cognitive Science	2	2	359
5	Social Sciences	1	1	10

Rohit Deo

Publications

Citations

H-Index

Page 1

	Year	Citations
The mean squared error of Geweke and Porter‐Hudak's estimator of the memory parameter of a long‐memory time series Clifford M. Hurvich, Rohit Deo, Julia Brodsky Journal of Time Series Analysis Parameter EstimationEngineeringTime Series EconometricsMemory ParameterFinancial Time Series Analysis	1998	349
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment Rohit Deo, Clifford M. Hurvich, Yi Lu Journal of Econometrics Forecasting MethodologyVolatility ModelingMultivariate Stochastic VolatilityEngineeringAsset Pricing	2005	196
Spectral tests of the martingale hypothesis under conditional heteroscedasticity Rohit Deo Journal of Econometrics	2000	108
ON THE ASYMPTOTIC POWER OF THE VARIANCE RATIO TEST Rohit Deo, Matthew Richardson Econometric Theory	2003	59
Power Transformations to Induce Normality and their Applications Willa W. Chen, Rohit Deo Journal of the Royal Statistical Society Series B (Statistical Methodology) Power TransformationsGeneralized FunctionIntegral TransformFinancial Time Series AnalysisTest Statistics	2003	54
Long memory in intertrade durations, counts and realized volatility of NYSE stocks Rohit Deo, Meng‐Chen Hsieh, Clifford M. Hurvich Journal of Statistical Planning and Inference Volatility ModelingFinancial EconomicsAsset PricingData ScienceNyse Stocks	2010	48
BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD Willa W. Chen, Rohit Deo Econometric Theory Parameter EstimationStrong PersistenceEngineeringHigh-dimensional MethodEstimation Statistic	2009	38
Linear Trend with Fractionally Integrated Errors Rohit Deo, Clifford M. Hurvich Journal of Time Series Analysis Numerical AnalysisEngineeringFractional-order SystemFinancial Time Series AnalysisBusiness	1998	35
On the integral of the squared periodogram Rohit Deo, Willa W. Chen Stochastic Processes and their Applications Integral GeometryDefinite IntegralFourier AnalysisSquared Periodogram	2000	31
ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS Rohit Deo, Clifford M. Hurvich Econometric Theory Lowest FrequenciesVolatility ModelingMultivariate Stochastic VolatilityLog Periodogram RegressionAsset Pricing	2001	29

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