Narrow search
Showing 1 - 4 of 4
Cover Image
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
Deo, Rohit; Hurvich, Clifford; Lu, Yi - In: Journal of econometrics 131 (2006) 1, pp. 29-58
Persistent link: https://www.econbiz.de/10006747799
Cover Image
Spectral tests of the martingale hypothesis under conditional heteroscedasticity
Deo, Rohit S. - In: Journal of econometrics 99 (2000) 2, pp. 291-315
Persistent link: https://www.econbiz.de/10001511972
Cover Image
Estimation of mis-specified long memory models
Chen, Willa W.; Deo, Rohit S. - In: Journal of econometrics 134 (2006) 1, pp. 257-281
Persistent link: https://www.econbiz.de/10003368427
Cover Image
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
Deo, Rohit S.; Hurvich, Clifford M.; Lu, Yi - In: Journal of econometrics 131 (2006) 1/2, pp. 29-58
Persistent link: https://www.econbiz.de/10003298562