Access Statistics for Nuno Crato

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 GARCH-based method for clustering of financial time series: International stock markets evidence 2 3 13 270 6 12 42 599
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 1 2 51 0 2 13 208
Comparison of time series with unequal length 0 6 32 309 11 36 163 1,433
Comparison of time series with unequal length in the frequency domain 0 1 3 132 1 4 15 292
Discrimination between deterministic trend and stochastic trend processes 0 2 2 262 1 3 18 1,038
Identifying common dynamic features in stock returns 0 0 0 127 2 3 9 244
Identifying common dynamic features in stock returns 0 0 0 3 0 4 6 18
Identifying common spectral and asymmetric features in stock returns 0 1 1 48 0 2 7 148
Identifying the evolution of stock markets stochastic structure after the euro 0 0 0 32 0 0 6 165
Is there an identity within international stock market volatilities? 0 0 1 62 1 1 10 238
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 0 1 8 829
Total Working Papers 2 14 54 1,386 22 68 297 5,212


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A mild skepticism on nonlinear forecasting: Some comments on the paper by Harvill and Ray 0 0 1 15 0 0 6 86
A new model for explaining long-range correlations in human time interval production 0 0 1 2 0 0 3 21
A note on moving average forecasts of long memory processes with an application to quality control 0 0 1 29 0 1 5 133
A periodogram-based metric for time series classification 0 3 4 96 0 4 14 251
A reappraisal of parity reversion for UK real exchange rates 0 0 0 9 0 2 8 79
Forecasting business and economic time series with overdifferenced models 0 0 0 1 0 1 4 28
Fractional integration analysis of long-run behavior for US macroeconomic time series 0 0 2 53 1 2 9 140
Identifying common dynamic features in stock returns 0 1 1 19 1 3 7 70
Introduction 0 0 0 4 0 0 5 43
Long-range dependence in the conditional variance of stock returns 1 4 7 183 5 11 22 457
Long-run versus short-run behaviour of the real exchange rates 0 0 1 30 0 0 5 278
Memory in returns and volatilities of futures' contracts 0 0 0 0 0 0 1 2
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 0 0 0 0 2 2 5 120
The detection and estimation of long memory in stochastic volatility 0 1 2 270 2 7 16 589
α-stable laws for noncoding regions in DNA sequences 0 0 0 13 0 0 1 42
Total Journal Articles 1 9 20 724 11 33 111 2,339


Statistics updated 2016-09-03