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 1 6 276 1 6 20 619
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 0 1 52 0 3 14 222
Comparison of time series with unequal length 1 1 6 315 4 8 51 1,484
Comparison of time series with unequal length in the frequency domain 0 0 1 133 0 1 4 296
Discrimination between deterministic trend and stochastic trend processes 0 1 4 266 0 2 14 1,052
Identifying common dynamic features in stock returns 0 0 0 3 0 1 2 20
Identifying common dynamic features in stock returns 0 1 1 128 0 2 6 250
Identifying common spectral and asymmetric features in stock returns 0 0 0 48 0 1 3 151
Identifying the evolution of stock markets stochastic structure after the euro 0 0 0 32 0 1 2 167
Is there an identity within international stock market volatilities? 0 0 0 62 0 1 8 246
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 0 1 4 833
Total Working Papers 1 4 19 1,405 5 27 128 5,340


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 2 88
A new model for explaining long-range correlations in human time interval production 0 0 0 2 1 1 3 24
A note on moving average forecasts of long memory processes with an application to quality control 0 0 0 29 0 0 1 134
A periodogram-based metric for time series classification 0 0 0 96 0 1 8 259
A reappraisal of parity reversion for UK real exchange rates 0 0 0 9 0 0 2 81
Forecasting business and economic time series with overdifferenced models 0 0 0 1 0 0 2 30
Fractional integration analysis of long-run behavior for US macroeconomic time series 0 0 1 54 0 0 2 142
Identifying common dynamic features in stock returns 0 0 0 19 0 1 4 74
Introduction 0 0 0 4 0 0 0 43
Long-range dependence in the conditional variance of stock returns 0 0 0 183 0 1 8 465
Long-run versus short-run behaviour of the real exchange rates 0 0 0 30 0 1 3 281
Memory in returns and volatilities of futures' contracts 0 0 0 0 0 0 1 3
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 0 0 0 0 0 0 1 121
The detection and estimation of long memory in stochastic volatility 0 4 4 274 0 10 34 623
α-stable laws for noncoding regions in DNA sequences 0 0 0 13 0 0 2 44
Total Journal Articles 0 4 5 729 1 16 73 2,412


Statistics updated 2017-09-03