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 13 245 4 9 62 518
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 1 1 47 0 2 16 177
Comparison of time series with unequal length 1 2 17 260 5 16 108 1,157
Comparison of time series with unequal length in the frequency domain 0 1 6 126 4 11 36 260
Discrimination between deterministic trend and stochastic trend processes 1 1 15 247 6 12 113 947
Identifying common dynamic features in stock returns 1 3 6 125 3 5 23 226
Identifying common spectral and asymmetric features in stock returns 0 0 1 47 0 0 5 138
Identifying the evolution of stock markets stochastic structure after the euro 0 0 0 31 0 1 6 157
Is there an identity within international stock market volatilities? 0 0 3 61 1 2 13 222
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 0 1 8 815
Total Working Papers 4 11 62 1,279 23 59 390 4,617


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 14 0 0 4 77
A note on moving average forecasts of long memory processes with an application to quality control 0 0 0 28 0 0 2 127
A periodogram-based metric for time series classification 0 0 2 87 1 2 8 227
Fractional integration analysis of long-run behavior for US macroeconomic time series 0 1 3 50 0 1 5 128
Introduction 0 0 0 4 0 0 0 37
Long-range dependence in the conditional variance of stock returns 0 2 9 170 1 4 16 424
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 0 0 0 0 0 1 2 114
The detection and estimation of long memory in stochastic volatility 0 0 5 268 4 5 28 568
Total Journal Articles 0 3 20 621 6 13 65 1,702


Statistics updated 2014-11-03