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 5 13 249 4 12 55 526
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 0 1 47 0 1 16 178
Comparison of time series with unequal length 2 3 18 262 9 26 119 1,178
Comparison of time series with unequal length in the frequency domain 1 1 7 127 7 14 42 270
Discrimination between deterministic trend and stochastic trend processes 3 6 16 252 19 42 117 983
Identifying common dynamic features in stock returns 0 2 7 126 1 6 24 229
Identifying common spectral and asymmetric features in stock returns 0 0 1 47 0 1 6 139
Identifying the evolution of stock markets stochastic structure after the euro 0 0 0 31 1 1 6 158
Is there an identity within international stock market volatilities? 0 0 1 61 0 1 10 222
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 0 1 8 816
Total Working Papers 8 17 64 1,292 41 105 403 4,699


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 1 87 0 1 6 227
Fractional integration analysis of long-run behavior for US macroeconomic time series 0 0 3 50 0 0 4 128
Introduction 0 0 0 4 0 0 0 37
Long-range dependence in the conditional variance of stock returns 2 3 9 173 2 4 15 427
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 0 0 0 0 0 0 2 114
The detection and estimation of long memory in stochastic volatility 0 0 3 268 0 4 22 568
Total Journal Articles 2 3 17 624 2 9 55 1,705


Statistics updated 2015-01-03