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 13 244 5 13 66 514
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 1 2 47 0 3 17 177
Comparison of time series with unequal length 1 2 17 259 4 21 114 1,152
Comparison of time series with unequal length in the frequency domain 0 1 6 126 2 10 39 256
Discrimination between deterministic trend and stochastic trend processes 0 1 16 246 4 8 126 941
Identifying common dynamic features in stock returns 2 3 5 124 1 5 24 223
Identifying common spectral and asymmetric features in stock returns 0 0 2 47 0 1 7 138
Identifying the evolution of stock markets stochastic structure after the euro 0 0 0 31 1 1 7 157
Is there an identity within international stock market volatilities? 0 0 3 61 1 2 14 221
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 1 1 9 815
Total Working Papers 4 11 64 1,275 19 65 423 4,594


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 3 87 1 1 9 226
Fractional integration analysis of long-run behavior for US macroeconomic time series 1 1 3 50 1 1 5 128
Introduction 0 0 0 4 0 0 1 37
Long-range dependence in the conditional variance of stock returns 1 2 9 170 1 5 16 423
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 0 3 26 564
Total Journal Articles 2 3 21 621 3 11 65 1,696


Statistics updated 2014-10-03