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 1 12 268 3 7 40 593
An interpolated periodogram-based metric for comparison of time series with unequal lengths 1 1 2 51 2 2 13 208
Comparison of time series with unequal length 4 10 37 309 15 34 169 1,422
Comparison of time series with unequal length in the frequency domain 0 1 3 132 2 3 15 291
Discrimination between deterministic trend and stochastic trend processes 1 2 2 262 1 3 22 1,037
Identifying common dynamic features in stock returns 0 0 0 3 3 4 6 18
Identifying common dynamic features in stock returns 0 0 0 127 1 2 7 242
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 1 32 0 2 7 165
Is there an identity within international stock market volatilities? 0 0 1 62 0 1 10 237
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 1 1 9 829
Total Working Papers 6 16 59 1,384 28 61 305 5,190


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 4 6 86
A new model for explaining long-range correlations in human time interval production 0 0 1 2 0 2 3 21
A note on moving average forecasts of long memory processes with an application to quality control 0 0 1 29 1 3 5 133
A periodogram-based metric for time series classification 1 3 4 96 2 5 14 251
A reappraisal of parity reversion for UK real exchange rates 0 0 0 9 0 3 8 79
Forecasting business and economic time series with overdifferenced models 0 0 0 1 0 2 4 28
Fractional integration analysis of long-run behavior for US macroeconomic time series 0 0 2 53 0 2 9 139
Identifying common dynamic features in stock returns 0 1 1 19 0 4 6 69
Introduction 0 0 0 4 0 1 5 43
Long-range dependence in the conditional variance of stock returns 2 3 6 182 3 8 17 452
Long-run versus short-run behaviour of the real exchange rates 0 0 1 30 0 1 5 278
Memory in returns and volatilities of futures' contracts 0 0 0 0 0 1 1 2
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 0 0 0 0 0 1 4 118
The detection and estimation of long memory in stochastic volatility 0 1 2 270 1 6 15 587
α-stable laws for noncoding regions in DNA sequences 0 0 0 13 0 1 1 42
Total Journal Articles 3 8 19 723 7 44 103 2,328


Statistics updated 2016-08-02