Access Statistics for Nuno Crato

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	6	16	222	6	19	46	422
An interpolated periodogram-based metric for comparison of time series with unequal lengths	1	3	3	43	1	8	18	150
Comparison of time series with unequal length	5	11	49	239	15	63	296	1,005
Comparison of time series with unequal length in the frequency domain	1	2	10	113	3	12	36	195
Discrimination between deterministic trend and stochastic trend processes	3	8	38	223	12	27	132	760
Identifying common dynamic features in stock returns	0	1	5	117	1	5	18	190
Identifying common spectral and asymmetric features in stock returns	0	0	1	45	0	1	8	130
Identifying the evolution of stock markets stochastic structure after the euro	0	0	1	29	1	2	15	141
Is there an identity within international stock market volatilities?	0	1	2	57	4	10	24	199
Measuring Hysteresis in Unemployment Rates with Long Memory Models	0	0	0	90	1	4	9	804
Total Working Papers	12	32	125	1,178	44	151	602	3,996

1 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	1	13	0	2	10	73
A note on moving average forecasts of long memory processes with an application to quality control	1	1	1	28	1	2	4	125
A periodogram-based metric for time series classification	0	0	7	84	1	1	17	216
Fractional integration analysis of long-run behavior for US macroeconomic time series	0	0	2	46	0	2	10	119
Introduction	0	0	0	4	0	0	1	36
Long-range dependence in the conditional variance of stock returns	0	2	12	159	1	6	35	401
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates	0	0	0	0	1	5	8	112
The detection and estimation of long memory in stochastic volatility	2	5	20	257	9	16	53	521
Total Journal Articles	3	9	43	591	13	34	138	1,603

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Statistics updated 2013-05-03