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 15 241 6 16 68 501
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 0 3 46 3 9 20 174
Comparison of time series with unequal length 3 5 16 257 13 41 111 1,131
Comparison of time series with unequal length in the frequency domain 1 1 10 125 2 5 40 246
Discrimination between deterministic trend and stochastic trend processes 0 4 18 245 4 19 146 933
Identifying common dynamic features in stock returns 0 1 4 121 1 8 26 218
Identifying common spectral and asymmetric features in stock returns 0 0 2 47 0 0 6 137
Identifying the evolution of stock markets stochastic structure after the euro 0 0 2 31 2 3 12 156
Is there an identity within international stock market volatilities? 0 0 4 61 2 3 15 219
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 0 2 10 814
Total Working Papers 5 14 74 1,264 33 106 454 4,529


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 2 4 77
A note on moving average forecasts of long memory processes with an application to quality control 0 0 0 28 0 2 2 127
A periodogram-based metric for time series classification 0 1 3 87 1 4 9 225
Fractional integration analysis of long-run behavior for US macroeconomic time series 0 1 2 49 0 1 5 127
Introduction 0 0 0 4 0 0 1 37
Long-range dependence in the conditional variance of stock returns 0 1 7 168 0 1 13 418
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 0 0 0 0 0 0 1 113
The detection and estimation of long memory in stochastic volatility 0 1 8 268 1 8 30 561
Total Journal Articles 0 4 21 618 2 18 65 1,685


Statistics updated 2014-07-03