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 4 6 699
A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap 0 0 0 209 3 9 10 885
Comparison of Non-Stationary Time Series in the Frequency Domain 0 0 0 475 1 3 5 1,319
Homogeneity of Variance Test for the Comparison of Two or More Spectra 0 0 0 0 0 3 4 1,489
On the comparison of time series using subsampling 0 0 0 167 1 2 5 409
Using Evolutionary Spectra to Forecast Time Series 0 0 0 182 2 4 4 565
Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data 0 0 0 103 2 7 8 265
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns: evidence in Australian data 0 0 0 88 1 4 4 308
Total Working Papers 0 0 0 1,224 11 36 46 5,939


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 5 6 56
A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples 0 0 0 8 0 8 12 60
A wavelet based investigation of long memory in stock returns 0 0 0 17 0 3 3 83
Comparison of non-stationary time series in the frequency domain 0 0 0 32 1 4 5 98
Comparison of time series using subsampling 0 0 0 20 0 5 5 65
Discrimination of locally stationary time series using wavelets 0 0 0 47 0 4 7 109
Impact of capital control measures on the Malaysian stock market 0 0 0 23 0 5 6 142
Relationship between downside risk and return: new evidence through a multiscaling approach 0 0 1 23 0 4 6 119
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 3 6 10 156
Wavelet Estimation of Asymmetric Hedge Ratios: Does Econometric Sophistication Boost Hedging Effectiveness? 0 0 0 16 0 2 4 110
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns 0 0 0 26 0 3 3 94
Wavelet-based Fuzzy Clustering of Time Series 0 0 0 40 0 1 3 125
Total Journal Articles 0 0 1 282 6 50 70 1,217
1 registered items for which data could not be found


Statistics updated 2026-03-04