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 7 701
A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap 0 0 0 209 2 2 17 892
Comparison of Non-Stationary Time Series in the Frequency Domain 1 1 1 476 1 2 7 1,323
Homogeneity of Variance Test for the Comparison of Two or More Spectra 0 0 0 0 0 1 8 1,493
On the comparison of time series using subsampling 0 0 0 167 1 1 7 412
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 0 1 10 267
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns: evidence in Australian data 0 0 0 88 0 1 8 312
Total Working Papers 1 1 1 1,225 5 9 70 5,967


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 0 4 13 64
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 0 0 5 85
Comparison of non-stationary time series in the frequency domain 0 0 0 32 1 2 9 102
Comparison of time series using subsampling 0 0 1 21 2 2 9 69
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 1 1 7 143
Relationship between downside risk and return: new evidence through a multiscaling approach 0 0 0 23 1 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 10 159
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 0 1 5 96
Wavelet-based Fuzzy Clustering of Time Series 0 0 0 40 0 3 7 130
Total Journal Articles 0 0 1 283 5 17 103 1,261
1 registered items for which data could not be found


Statistics updated 2026-09-10