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 4 13 267 1 13 41 587
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 0 1 50 0 6 13 206
Comparison of time series with unequal length 4 8 35 303 9 48 169 1,397
Comparison of time series with unequal length in the frequency domain 0 0 2 131 0 4 12 288
Discrimination between deterministic trend and stochastic trend processes 0 0 2 260 1 8 28 1,035
Identifying common dynamic features in stock returns 0 0 0 127 1 4 7 241
Identifying common dynamic features in stock returns 0 0 0 3 0 1 3 14
Identifying common spectral and asymmetric features in stock returns 0 0 0 47 0 3 5 146
Identifying the evolution of stock markets stochastic structure after the euro 0 0 1 32 2 3 7 165
Is there an identity within international stock market volatilities? 0 1 1 62 1 5 12 237
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 0 3 11 828
Total Working Papers 4 13 55 1,372 15 98 308 5,144


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 1 1 15 4 5 6 86
A new model for explaining long-range correlations in human time interval production 0 0 1 2 2 2 3 21
A note on moving average forecasts of long memory processes with an application to quality control 0 0 1 29 2 3 5 132
A periodogram-based metric for time series classification 0 1 2 93 1 4 12 247
A reappraisal of parity reversion for UK real exchange rates 0 0 0 9 1 3 7 77
Forecasting business and economic time series with overdifferenced models 0 0 0 1 1 1 5 27
Fractional integration analysis of long-run behavior for US macroeconomic time series 0 1 2 53 1 5 9 138
Identifying common dynamic features in stock returns 0 0 1 18 2 2 5 67
Introduction 0 0 0 4 1 3 6 43
Long-range dependence in the conditional variance of stock returns 0 0 3 179 2 6 12 446
Long-run versus short-run behaviour of the real exchange rates 0 0 1 30 1 2 6 278
Memory in returns and volatilities of futures' contracts 0 0 0 0 1 1 2 2
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 0 0 0 0 1 3 4 118
The detection and estimation of long memory in stochastic volatility 0 0 1 269 1 3 13 582
α-stable laws for noncoding regions in DNA sequences 0 0 0 13 1 1 1 42
Total Journal Articles 0 3 13 715 22 44 96 2,306


Statistics updated 2016-06-03