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 0 1 692
A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap 0 0 2 209 0 1 3 874
Comparison of Non-Stationary Time Series in the Frequency Domain 0 0 1 475 0 0 1 1,313
Homogeneity of Variance Test for the Comparison of Two or More Spectra 0 0 0 0 0 0 0 1,484
On the comparison of time series using subsampling 0 0 0 167 0 0 1 404
Using Evolutionary Spectra to Forecast Time Series 0 0 0 182 0 0 0 559
Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data 0 0 0 103 0 0 1 256
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns: evidence in Australian data 0 0 0 88 0 0 0 304
Total Working Papers 0 0 3 1,224 0 1 7 5,886


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 8 0 0 0 47
A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples 0 0 0 8 0 0 0 46
A wavelet based investigation of long memory in stock returns 0 0 0 16 0 0 0 79
Comparison of non-stationary time series in the frequency domain 0 0 2 32 0 0 5 93
Comparison of time series using subsampling 0 0 0 20 0 1 2 59
Discrimination of locally stationary time series using wavelets 0 0 0 47 0 1 1 102
Impact of capital control measures on the Malaysian stock market 0 0 0 23 0 0 0 136
Relationship between downside risk and return: new evidence through a multiscaling approach 0 0 0 22 0 0 0 112
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 1 1 21 0 1 5 144
Wavelet Estimation of Asymmetric Hedge Ratios: Does Econometric Sophistication Boost Hedging Effectiveness? 0 0 0 16 0 1 2 104
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns 0 0 0 26 0 0 1 90
Wavelet-based Fuzzy Clustering of Time Series 0 0 0 39 0 0 0 120
Total Journal Articles 0 1 3 278 0 4 16 1,132
1 registered items for which data could not be found


Statistics updated 2024-09-04