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 0 2 14 256 0 9 44 553
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 0 3 49 1 3 20 195
Comparison of time series with unequal length 1 8 14 272 12 40 112 1,253
Comparison of time series with unequal length in the frequency domain 0 1 4 129 0 2 27 276
Discrimination between deterministic trend and stochastic trend processes 1 3 14 260 3 12 80 1,015
Identifying common dynamic features in stock returns 0 1 5 127 0 3 14 235
Identifying common dynamic features in stock returns 0 0 2 3 0 1 3 12
Identifying common spectral and asymmetric features in stock returns 0 0 0 47 0 0 3 141
Identifying the evolution of stock markets stochastic structure after the euro 0 0 0 31 0 0 2 158
Is there an identity within international stock market volatilities? 0 0 0 61 0 2 7 227
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 0 3 6 820
Total Working Papers 2 15 56 1,325 16 75 318 4,885


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 0 14 0 1 3 80
A new model for explaining long-range correlations in human time interval production 0 0 0 1 0 0 2 18
A note on moving average forecasts of long memory processes with an application to quality control 0 0 0 28 0 1 1 128
A periodogram-based metric for time series classification 0 4 5 92 0 7 12 237
A reappraisal of parity reversion for UK real exchange rates 0 0 0 9 0 1 3 71
Forecasting business and economic time series with overdifferenced models 0 0 1 1 1 2 6 24
Fractional integration analysis of long-run behavior for US macroeconomic time series 0 1 2 51 0 2 3 130
Identifying common dynamic features in stock returns 0 1 1 18 0 1 1 63
Introduction 0 0 0 4 0 1 1 38
Long-range dependence in the conditional variance of stock returns 0 1 8 176 0 3 15 435
Long-run versus short-run behaviour of the real exchange rates 0 0 0 29 0 1 1 273
Memory in returns and volatilities of futures' contracts 0 0 0 0 1 1 1 1
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 0 0 0 0 0 0 1 114
The detection and estimation of long memory in stochastic volatility 0 0 0 268 1 3 9 572
α-stable laws for noncoding regions in DNA sequences 0 1 1 13 0 1 1 41
Total Journal Articles 0 8 18 704 3 25 60 2,225


Statistics updated 2015-08-01