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 2 694
A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap 0 0 0 209 0 0 0 875
Comparison of Non-Stationary Time Series in the Frequency Domain 0 0 0 475 0 2 3 1,316
Homogeneity of Variance Test for the Comparison of Two or More Spectra 0 0 0 0 0 0 1 1,485
On the comparison of time series using subsampling 0 0 0 167 0 0 1 405
Using Evolutionary Spectra to Forecast Time Series 0 0 0 182 0 0 2 561
Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data 0 0 0 103 0 0 1 257
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 0 1,224 0 3 10 5,897


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 1 9 0 1 4 51
A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples 0 0 0 8 0 1 2 49
A wavelet based investigation of long memory in stock returns 0 0 0 17 0 0 0 80
Comparison of non-stationary time series in the frequency domain 0 0 0 32 0 0 0 93
Comparison of time series using subsampling 0 0 0 20 0 0 1 60
Discrimination of locally stationary time series using wavelets 0 0 0 47 0 2 3 105
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 1 23 0 0 2 114
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 1 1 6 150
Wavelet Estimation of Asymmetric Hedge Ratios: Does Econometric Sophistication Boost Hedging Effectiveness? 0 0 0 16 0 1 2 107
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns 0 0 0 26 0 0 1 91
Wavelet-based Fuzzy Clustering of Time Series 0 0 1 40 1 1 4 124
Total Journal Articles 0 0 3 282 2 7 25 1,160
1 registered items for which data could not be found


Statistics updated 2025-10-06