Rohit S. Deo

Finance · 2000–2010

A researcher in the Science corpus: 6 papers; trusts 3 researchers and is trusted by 40 researchers here, as inferred from the citation graph.

Subfields

Whom Rohit S. Deo trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Tim Bollerslev
  2. C. Chatfield
  3. Torben G. Andersen
  4. Wayne A. Fuller
  5. Ole E. Barndorff-Nielsen
  6. Peter J. Brockwell
  7. N. Shephard
  8. Luc Bauwens

Who trusts Rohit S. Deo overall

  1. Xiaofeng Shao
  2. Juan-Carlos Escanciano
  3. K. Lim
  4. Willa W. Chen
  5. Christian M. Hafner
  6. Mark J. Jensen
  7. Aaron Smith
  8. Christian Francq
  9. Jie Hou
  10. Yixiao Sun

Papers from Rohit S. Deo's perspective

Ordered by how strongly the researchers Rohit S. Deo trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. On a measure of lack of fit in time series models
  3. Intraday periodicity and volatility persistence in financial markets
  4. Introduction to Statistical Time Series.
  5. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
  6. Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models
  7. Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
  8. Spectral tests of the martingale hypothesis under conditional heteroscedasticity
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. Separating Microstructure Noise from Volatility

Their papers