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 2 11 274 5 6 36 610
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 0 2 52 1 2 18 218
Comparison of time series with unequal length 0 0 17 312 10 15 115 1,464
Comparison of time series with unequal length in the frequency domain 0 0 1 132 0 0 10 294
Discrimination between deterministic trend and stochastic trend processes 0 0 4 264 1 5 21 1,048
Identifying common dynamic features in stock returns 0 0 0 127 0 1 9 246
Identifying common dynamic features in stock returns 0 0 0 3 0 0 6 19
Identifying common spectral and asymmetric features in stock returns 0 0 1 48 1 1 7 150
Identifying the evolution of stock markets stochastic structure after the euro 0 0 0 32 0 0 4 166
Is there an identity within international stock market volatilities? 0 0 1 62 1 3 11 243
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 2 2 6 831
Total Working Papers 1 2 37 1,396 21 35 243 5,289


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 1 1 6 87
A new model for explaining long-range correlations in human time interval production 0 0 0 2 1 1 4 23
A note on moving average forecasts of long memory processes with an application to quality control 0 0 0 29 0 0 5 134
A periodogram-based metric for time series classification 0 0 4 96 1 3 13 256
A reappraisal of parity reversion for UK real exchange rates 0 0 0 9 2 2 7 81
Forecasting business and economic time series with overdifferenced models 0 0 0 1 1 1 3 29
Fractional integration analysis of long-run behavior for US macroeconomic time series 0 0 2 54 0 0 9 142
Identifying common dynamic features in stock returns 0 0 1 19 1 2 7 72
Introduction 0 0 0 4 0 0 3 43
Long-range dependence in the conditional variance of stock returns 0 0 4 183 1 1 23 463
Long-run versus short-run behaviour of the real exchange rates 0 0 0 30 1 1 3 279
Memory in returns and volatilities of futures' contracts 0 0 0 0 0 0 2 3
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 0 0 0 0 1 1 6 121
The detection and estimation of long memory in stochastic volatility 0 0 1 270 1 5 19 598
α-stable laws for noncoding regions in DNA sequences 0 0 0 13 0 0 3 44
Total Journal Articles 0 0 13 725 11 18 113 2,375


Statistics updated 2017-03-07