Access Statistics for Elizabeth Ann Maharaj

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Significance Test for Classifying ARMA Models 0 0 0 0 1 1 5 669
A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap 0 0 0 199 1 2 10 838
Comparison of Non-Stationary Time Series in the Frequency Domain 0 0 0 472 0 0 1 1,304
Homogeneity of Variance Test for the Comparison of Two or More Spectra 0 0 0 0 1 2 4 1,474
On the comparison of time series using subsampling 0 0 0 164 0 0 2 375
Using Evolutionary Spectra to Forecast Time Series 0 0 0 181 0 0 1 548
Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data 0 0 0 103 0 0 2 251
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns: evidence in Australian data 0 0 0 87 0 2 4 292
Total Working Papers 0 0 0 1,206 3 7 29 5,751


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A coherence-based approach for the pattern recognition of time series 1 1 1 5 1 1 2 34
A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples 0 0 0 7 0 0 1 33
A wavelet based investigation of long memory in stock returns 1 1 1 13 1 2 3 58
Comparison of non-stationary time series in the frequency domain 0 0 0 26 0 1 3 71
Comparison of time series using subsampling 0 0 2 16 1 1 4 42
Discrimination of locally stationary time series using wavelets 0 0 0 46 0 0 0 98
Estimation and analysis of the Hurst exponent for Australian stocks using wavelet analysis 0 0 0 44 0 0 0 150
Impact of capital control measures on the Malaysian stock market: A multiresolution analysis 0 0 0 22 0 0 1 130
Relationship between downside risk and return: new evidence through a multiscaling approach 0 0 1 21 0 0 1 102
The impact of a new term auction facility on Libor–OIS spreads and volatility transmission between money and mortgage markets during the subprime crisis 0 0 0 19 0 0 2 124
Wavelet Estimation of Asymmetric Hedge Ratios: Does Econometric Sophistication Boost Hedging Effectiveness? 0 0 0 12 0 1 2 88
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns 0 0 0 24 0 1 2 81
Wavelet-based Fuzzy Clustering of Time Series 1 1 1 39 1 1 2 112
Total Journal Articles 3 3 6 294 4 8 23 1,123


Statistics updated 2019-06-03