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 10 272 0 5 34 604
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 0 2 52 1 6 20 218
Comparison of time series with unequal length 0 2 24 312 3 13 125 1,452
Comparison of time series with unequal length in the frequency domain 0 0 1 132 0 2 11 294
Discrimination between deterministic trend and stochastic trend processes 0 2 4 264 2 5 20 1,045
Identifying common dynamic features in stock returns 0 0 0 127 1 2 10 246
Identifying common dynamic features in stock returns 0 0 0 3 0 2 8 20
Identifying common spectral and asymmetric features in stock returns 0 0 1 48 0 1 7 149
Identifying the evolution of stock markets stochastic structure after the euro 0 0 0 32 0 1 4 166
Is there an identity within international stock market volatilities? 0 0 1 62 1 2 10 241
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 0 1 7 830
Total Working Papers 0 6 43 1,394 8 40 256 5,265


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 0 5 86
A new model for explaining long-range correlations in human time interval production 0 0 0 2 0 1 3 22
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 13 254
A reappraisal of parity reversion for UK real exchange rates 0 0 0 9 0 0 7 79
Forecasting business and economic time series with overdifferenced models 0 0 0 1 0 0 3 28
Fractional integration analysis of long-run behavior for US macroeconomic time series 0 0 3 54 0 0 10 142
Identifying common dynamic features in stock returns 0 0 1 19 1 1 7 71
Introduction 0 0 0 4 0 0 4 43
Long-range dependence in the conditional variance of stock returns 0 0 6 183 0 2 25 462
Long-run versus short-run behaviour of the real exchange rates 0 0 1 30 0 0 4 278
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 0 0 5 120
The detection and estimation of long memory in stochastic volatility 0 0 1 270 5 7 20 599
α-stable laws for noncoding regions in DNA sequences 0 0 0 13 0 1 3 44
Total Journal Articles 0 0 17 725 7 15 116 2,365


Statistics updated 2017-01-03