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 0 7 275 2 2 25 615
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 0 2 52 2 3 15 221
Comparison of time series with unequal length 0 2 9 314 2 6 71 1,478
Comparison of time series with unequal length in the frequency domain 0 1 1 133 0 1 6 295
Discrimination between deterministic trend and stochastic trend processes 0 0 4 265 0 1 14 1,050
Identifying common dynamic features in stock returns 0 0 0 3 0 0 4 19
Identifying common dynamic features in stock returns 0 0 0 127 0 1 7 248
Identifying common spectral and asymmetric features in stock returns 0 0 0 48 0 0 2 150
Identifying the evolution of stock markets stochastic structure after the euro 0 0 0 32 0 0 1 166
Is there an identity within international stock market volatilities? 0 0 0 62 0 0 8 245
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 1 1 5 833
Total Working Papers 0 3 23 1,401 7 15 158 5,320


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 15 1 1 2 88
A new model for explaining long-range correlations in human time interval production 0 0 0 2 0 0 2 23
A note on moving average forecasts of long memory processes with an application to quality control 0 0 0 29 0 0 2 134
A periodogram-based metric for time series classification 0 0 1 96 0 0 9 258
A reappraisal of parity reversion for UK real exchange rates 0 0 0 9 0 0 2 81
Forecasting business and economic time series with overdifferenced models 0 0 0 1 0 1 2 30
Fractional integration analysis of long-run behavior for US macroeconomic time series 0 0 1 54 0 0 3 142
Identifying common dynamic features in stock returns 0 0 0 19 0 0 4 73
Introduction 0 0 0 4 0 0 0 43
Long-range dependence in the conditional variance of stock returns 0 0 3 183 1 2 16 465
Long-run versus short-run behaviour of the real exchange rates 0 0 0 30 1 1 3 281
Memory in returns and volatilities of futures' contracts 0 0 0 0 0 0 1 3
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 0 0 0 0 0 0 3 121
The detection and estimation of long memory in stochastic volatility 1 1 1 271 1 11 28 614
α-stable laws for noncoding regions in DNA sequences 0 0 0 13 0 0 2 44
Total Journal Articles 1 1 6 726 4 16 79 2,400


Statistics updated 2017-07-04