Access Statistics for Nuno Crato

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	7	38	161	2	18	86	268
An interpolated periodogram-based metric for comparison of time series with unequal lengths	0	0	4	29	2	4	24	75
Comparison of time series with unequal length	2	4	31	85	10	28	129	228
Comparison of time series with unequal length in the frequency domain	1	6	51	51	7	20	36	36
Discrimination between deterministic trend and stochastic trend processes	4	12	41	69	13	32	125	211
Identifying common dynamic features in stock returns	0	6	63	63	8	23	53	53
Identifying common dynamic features in stock returns	1	4	8	8	2	10	14	14
Identifying common spectral and asymmetric features in stock returns	0	0	4	36	2	8	34	84
Identifying the evolution of stock markets stochastic structure after the euro	0	0	6	20	1	3	33	79
Is there an identity within international stock market volatilities?	0	1	6	49	2	13	44	134
Measuring Hysteresis in Unemployment Rates with Long Memory Models	0	0	0	90	1	3	19	766
Total Working Papers	8	40	252	661	50	162	597	1,948

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Reappraisal of Parity Reversion for UK Real Exchange Rates	1	1	2	6	1	1	5	54
A mild skepticism on nonlinear forecasting: Some comments on the paper by Harvill and Ray	0	0	1	10	0	1	4	53
A note on moving average forecasts of long memory processes with an application to quality control	0	2	5	26	1	3	10	111
A periodogram-based metric for time series classification	0	2	12	42	3	7	36	112
Fractional integration analysis of long-run behavior for US macroeconomic time series	0	1	13	35	0	4	25	87
Introduction	0	0	0	3	0	0	4	33
Long-Run versus Short-Run Behaviour of the Real Exchange Rates	0	0	2	24	2	3	17	240
Long-range dependence in the conditional variance of stock returns	1	2	20	96	5	14	70	254
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates	0	0	0	0	1	1	6	95
Some International Evidence Regarding the Stochastic Memory of Stock Returns	0	2	3	25	0	2	10	75
The detection and estimation of long memory in stochastic volatility	1	6	37	184	3	14	61	370
Total Journal Articles	3	16	95	451	16	50	248	1,484

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2009-11-04