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 1 3 15 242 8 17 68 509
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 0 3 46 1 8 18 175
Comparison of time series with unequal length 1 4 17 258 10 38 113 1,141
Comparison of time series with unequal length in the frequency domain 0 1 8 125 3 6 39 249
Discrimination between deterministic trend and stochastic trend processes 1 1 19 246 2 9 140 935
Identifying common dynamic features in stock returns 1 2 3 122 3 11 26 221
Identifying common spectral and asymmetric features in stock returns 0 0 2 47 1 1 7 138
Identifying the evolution of stock markets stochastic structure after the euro 0 0 2 31 0 3 11 156
Is there an identity within international stock market volatilities? 0 0 4 61 1 3 15 220
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 0 1 10 814
Total Working Papers 4 11 73 1,268 29 97 447 4,558


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 14 0 0 4 77
A note on moving average forecasts of long memory processes with an application to quality control 0 0 0 28 0 0 2 127
A periodogram-based metric for time series classification 0 1 3 87 0 2 8 225
Fractional integration analysis of long-run behavior for US macroeconomic time series 0 1 2 49 0 1 4 127
Introduction 0 0 0 4 0 0 1 37
Long-range dependence in the conditional variance of stock returns 0 1 7 168 2 3 13 420
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 0 0 0 0 0 0 1 113
The detection and estimation of long memory in stochastic volatility 0 1 6 268 2 7 29 563
Total Journal Articles 0 4 19 618 4 13 62 1,689


Statistics updated 2014-08-03