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Impact of capital control measures on the Malaysian stock market : a multiresolution analysis
Raghavan, Mala; Dark, Jonathan; Maharaj, Elizabeth Ann - In: International journal of managerial finance : IJMF 6 (2010) 2, pp. 116-127
Persistent link: https://www.econbiz.de/10008662666
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The comparison of two or more stationary time series
Maharaj, Elizabeth Ann - 1997
Persistent link: https://www.econbiz.de/10000978698
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Comparison and classification of stationary multivariate time series
Maharaj, Elizabeth Ann - 1997
Persistent link: https://www.econbiz.de/10000978711
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Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH
Dark, Jonathan - In: Journal of banking & finance 61 (2015) 2, pp. 269-285
Persistent link: https://www.econbiz.de/10011586925
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Multivariate models with long memory dependence in conditional correlation and volatility
Dark, Jonathan - In: Journal of empirical finance 48 (2018), pp. 162-180
Persistent link: https://www.econbiz.de/10012109291
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An adaptive long memory conditional correlation model
Dark, Jonathan - In: Journal of empirical finance 75 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
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A significance test for classifying ARMA models
Maharaj, Elizabeth Ann - In: Proceedings of the 1995 Econometrics Conference at …, (pp. 219-251). 1995
Persistent link: https://www.econbiz.de/10001294220
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Forecasting time series from clusters
Maharaj, Elizabeth Ann; Inder, Brett A. - 1999
Persistent link: https://www.econbiz.de/10001391129
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Comparison of non-stationary time series in the frequency domain
Maharaj, Elizabeth Ann - 2001
Persistent link: https://www.econbiz.de/10001586615
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Using evolutionary spectra to forecast time series
Maharaj, Elizabeth Ann - 2003
Persistent link: https://www.econbiz.de/10001751163