Rohit Deo
Impact in
- Finance top 1%
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
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- Monetary Policy and Economic Impact
Papers in
- Finance 29
- Financial Risk and Volatility Modeling 27
- Stochastic processes and financial applications 6
- Financial Markets and Investment Strategies 3
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- Complex Systems and Time Series Analysis 21
- Market Dynamics and Volatility 8
- Co-authors
- Clifford M. Hurvich (12 shared papers)Matthew Richardson (2 shared papers)Philippe Soulier (3 shared papers)Willa Chen (1 shared paper)Yi Wang (2 shared papers)Jun Liu (1 shared paper)
- Journals
- Journal of Time Series Analysis (7 papers)Econometric Theory (5 papers)Journal of Econometrics (4 papers)Stochastic Processes and their Applications (1 paper)International Journal of Forecasting (1 paper)
- Partner nations
- United StatesFrance
In The Last Decade
Rohit Deo
30 papers receiving 738 citations
Peers
Comparison fields: 5 of 68
- Finance 659
- General Economics, Econometrics and Finance 176
- Economics and Econometrics 549
- Statistics and Probability 153
- Management Science and Operations Research 55
Countries citing papers authored by Rohit Deo
This map shows the geographic impact of Rohit Deo's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Rohit Deo with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Rohit Deo more than expected).
Fields of papers citing papers by Rohit Deo
This network shows the impact of papers produced by Rohit Deo. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Rohit Deo. The network helps show where Rohit Deo may publish in the future.
Co-authors
The 6 scholars most cited alongside Rohit Deo, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 31 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 1998 | 251 | |
| 2 | 2005 | 143 | |
| 3 | 2000 | 83 | |
| 4 | 2003 | 43 | |
| 5 | 2003 | 42 | |
| 6 | 1998 | 31 | |
| 7 | 2009 | 28 | |
| 8 | 2010 | 27 | |
| 9 | 2000 | 24 | |
| 10 | Estimation of Long Memory in Volatility | 2000 | 15 |
| 11 | 2001 | 15 | |
| 12 | 1997 | 14 | |
| 13 | 2006 | 13 | |
| 14 | 1997 | 10 | |
| 15 | 2005 | 10 | |
| 16 | 2010 | 8 | |
| 17 | 2000 | 8 | |
| 18 | Tracing the Source of Long Memory in Volatility | 2005 | 6 |
| 19 | 2011 | 6 | |
| 20 | 1999 | 6 |
About Rohit Deo
Rohit Deo is a scholar working on Finance, Economics and Econometrics, Statistics and Probability, General Economics, Econometrics and Finance and Management Science and Operations Research, having authored 31 papers that have together received 809 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (27 papers), Complex Systems and Time Series Analysis (21 papers), Market Dynamics and Volatility (8 papers), Stochastic processes and financial applications (6 papers), Statistical Methods and Inference (5 papers), Monetary Policy and Economic Impact (5 papers), Financial Markets and Investment Strategies (3 papers) and Advanced Statistical Methods and Models (3 papers). The work is most often cited by research in Finance (659 citations), General Economics, Econometrics and Finance (176 citations), Economics and Econometrics (549 citations), Statistics and Probability (153 citations) and Management Science and Operations Research (55 citations). Rohit Deo has collaborated with scholars based in United States and France. Frequent co-authors include Clifford M. Hurvich, Matthew Richardson, Philippe Soulier, Willa Chen, Yi Wang and Jun Liu. Their work appears in journals such as Journal of Time Series Analysis, Econometric Theory, Journal of Econometrics, Stochastic Processes and their Applications and International Journal of Forecasting.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.