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 3 12 268 3 7 37 590
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 0 1 50 0 2 12 206
Comparison of time series with unequal length 2 6 34 305 10 38 166 1,407
Comparison of time series with unequal length in the frequency domain 1 1 3 132 1 3 13 289
Discrimination between deterministic trend and stochastic trend processes 1 1 2 261 1 6 24 1,036
Identifying common dynamic features in stock returns 0 0 0 127 0 4 6 241
Identifying common dynamic features in stock returns 0 0 0 3 1 2 3 15
Identifying common spectral and asymmetric features in stock returns 1 1 1 48 2 3 7 148
Identifying the evolution of stock markets stochastic structure after the euro 0 0 1 32 0 2 7 165
Is there an identity within international stock market volatilities? 0 1 1 62 0 3 10 237
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 0 2 8 828
Total Working Papers 6 13 55 1,378 18 72 293 5,162


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 4 6 86
A new model for explaining long-range correlations in human time interval production 0 0 1 2 0 2 3 21
A note on moving average forecasts of long memory processes with an application to quality control 0 0 1 29 0 3 4 132
A periodogram-based metric for time series classification 2 2 3 95 2 4 12 249
A reappraisal of parity reversion for UK real exchange rates 0 0 0 9 2 5 8 79
Forecasting business and economic time series with overdifferenced models 0 0 0 1 1 2 5 28
Fractional integration analysis of long-run behavior for US macroeconomic time series 0 0 2 53 1 3 9 139
Identifying common dynamic features in stock returns 1 1 1 19 2 4 6 69
Introduction 0 0 0 4 0 2 5 43
Long-range dependence in the conditional variance of stock returns 1 1 4 180 3 6 14 449
Long-run versus short-run behaviour of the real exchange rates 0 0 1 30 0 2 5 278
Memory in returns and volatilities of futures' contracts 0 0 0 0 0 1 2 2
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 0 0 0 0 0 1 4 118
The detection and estimation of long memory in stochastic volatility 1 1 2 270 4 7 15 586
α-stable laws for noncoding regions in DNA sequences 0 0 0 13 0 1 1 42
Total Journal Articles 5 5 16 720 15 47 99 2,321


Statistics updated 2016-07-02