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Browsing by Author Deo, Rohit

Showing results 1 to 4 of 4
Issue DateTitleAuthor(s)
16-May-2007Conditions for the Propagation of Memory Parameter from Durations to Counts and Realized VolatilityDeo, Rohit; Soulier, Philippe; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi
2-Jun-2009Conditions for the Propagation of Memory Parameter from Durations to Counts and Realized VolatilityDeo, Rohit; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi
8-Nov-2005Propagation of Memory Parameter from Durations to CountsDeo, Rohit; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi
13-Jan-2005Tracing the Source of Long Memory in VolatilityDeo, Rohit; Hsieh, Mengchen; Hurvich, Clifford M.
Showing results 1 to 4 of 4