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 2 4 13 267 3 15 42 586
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 0 1 50 2 7 14 206
Comparison of time series with unequal length 0 8 35 299 19 51 175 1,388
Comparison of time series with unequal length in the frequency domain 0 0 3 131 2 5 14 288
Discrimination between deterministic trend and stochastic trend processes 0 0 3 260 4 7 31 1,034
Identifying common dynamic features in stock returns 0 0 0 3 1 2 3 14
Identifying common dynamic features in stock returns 0 0 1 127 3 3 8 240
Identifying common spectral and asymmetric features in stock returns 0 0 0 47 1 4 5 146
Identifying the evolution of stock markets stochastic structure after the euro 0 0 1 32 0 1 5 163
Is there an identity within international stock market volatilities? 1 1 1 62 2 4 11 236
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 2 5 11 828
Total Working Papers 3 13 58 1,368 39 104 319 5,129


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 0 1 3 82
A new model for explaining long-range correlations in human time interval production 0 0 1 2 0 0 1 19
A note on moving average forecasts of long memory processes with an application to quality control 0 0 1 29 1 1 3 130
A periodogram-based metric for time series classification 0 1 5 93 1 3 16 246
A reappraisal of parity reversion for UK real exchange rates 0 0 0 9 2 2 6 76
Forecasting business and economic time series with overdifferenced models 0 0 0 1 0 1 4 26
Fractional integration analysis of long-run behavior for US macroeconomic time series 0 1 3 53 1 4 9 137
Identifying common dynamic features in stock returns 0 0 1 18 0 0 3 65
Introduction 0 0 0 4 1 2 5 42
Long-range dependence in the conditional variance of stock returns 0 1 4 179 1 5 12 444
Long-run versus short-run behaviour of the real exchange rates 0 0 1 30 1 1 5 277
Memory in returns and volatilities of futures' contracts 0 0 0 0 0 0 1 1
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 0 0 0 0 0 2 3 117
The detection and estimation of long memory in stochastic volatility 0 0 1 269 2 2 12 581
α-stable laws for noncoding regions in DNA sequences 0 0 1 13 0 0 1 41
Total Journal Articles 0 4 19 715 10 24 84 2,284


Statistics updated 2016-05-03