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 0 1 7 701
A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap 0 0 0 209 1 3 18 893
Comparison of Non-Stationary Time Series in the Frequency Domain 0 1 1 476 0 2 7 1,323
Homogeneity of Variance Test for the Comparison of Two or More Spectra 0 0 0 0 0 0 8 1,493
On the comparison of time series using subsampling 0 0 0 167 1 2 8 413
Using Evolutionary Spectra to Forecast Time Series 0 0 0 182 0 0 6 567
Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data 0 0 0 103 1 1 11 268
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns: evidence in Australian data 0 0 0 88 1 1 9 313
Total Working Papers 0 1 1 1,225 4 10 74 5,971


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 0 0 0 9 2 6 15 66
A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples 0 0 0 8 0 0 14 63
A wavelet based investigation of long memory in stock returns 0 0 0 17 1 1 6 86
Comparison of non-stationary time series in the frequency domain 0 0 0 32 0 1 9 102
Comparison of time series using subsampling 0 0 1 21 2 4 11 71
Discrimination of locally stationary time series using wavelets 0 0 0 47 0 1 5 110
Impact of capital control measures on the Malaysian stock market 0 0 0 23 0 1 7 143
Relationship between downside risk and return: new evidence through a multiscaling approach 0 0 0 23 0 2 8 122
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 21 0 0 9 159
Wavelet Estimation of Asymmetric Hedge Ratios: Does Econometric Sophistication Boost Hedging Effectiveness? 0 0 0 16 0 1 11 118
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns 0 0 0 26 1 2 6 97
Wavelet-based Fuzzy Clustering of Time Series 0 0 0 40 0 2 6 130
Total Journal Articles 0 0 1 283 6 21 107 1,267
1 registered items for which data could not be found


Statistics updated 2026-10-11