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 0 2 8 275 0 8 27 613
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 0 2 52 0 1 12 218
Comparison of time series with unequal length 1 1 14 313 2 20 86 1,474
Comparison of time series with unequal length in the frequency domain 1 1 2 133 1 1 7 295
Discrimination between deterministic trend and stochastic trend processes 0 1 5 265 0 2 15 1,049
Identifying common dynamic features in stock returns 0 0 0 3 0 0 5 19
Identifying common dynamic features in stock returns 0 0 0 127 0 1 7 247
Identifying common spectral and asymmetric features in stock returns 0 0 1 48 0 1 4 150
Identifying the evolution of stock markets stochastic structure after the euro 0 0 0 32 0 0 3 166
Is there an identity within international stock market volatilities? 0 0 0 62 0 3 9 245
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 0 3 4 832
Total Working Papers 2 5 32 1,400 3 40 179 5,308


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 0 15 0 1 5 87
A new model for explaining long-range correlations in human time interval production 0 0 0 2 0 1 4 23
A note on moving average forecasts of long memory processes with an application to quality control 0 0 0 29 0 0 4 134
A periodogram-based metric for time series classification 0 0 3 96 0 3 12 258
A reappraisal of parity reversion for UK real exchange rates 0 0 0 9 0 2 5 81
Forecasting business and economic time series with overdifferenced models 0 0 0 1 1 2 4 30
Fractional integration analysis of long-run behavior for US macroeconomic time series 0 0 1 54 0 0 5 142
Identifying common dynamic features in stock returns 0 0 1 19 0 2 8 73
Introduction 0 0 0 4 0 0 1 43
Long-range dependence in the conditional variance of stock returns 0 0 4 183 1 2 20 464
Long-run versus short-run behaviour of the real exchange rates 0 0 0 30 0 2 3 280
Memory in returns and volatilities of futures' contracts 0 0 0 0 0 0 2 3
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 0 0 0 0 0 1 4 121
The detection and estimation of long memory in stochastic volatility 0 0 1 270 8 14 30 611
α-stable laws for noncoding regions in DNA sequences 0 0 0 13 0 0 3 44
Total Journal Articles 0 0 10 725 10 30 110 2,394


Statistics updated 2017-05-02