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 4 15 253 3 14 55 540
An interpolated periodogram-based metric for comparison of time series with unequal lengths 1 2 3 49 3 13 26 191
Comparison of time series with unequal length 1 1 11 263 8 24 112 1,202
Comparison of time series with unequal length in the frequency domain 0 1 4 128 1 4 33 274
Discrimination between deterministic trend and stochastic trend processes 0 4 15 256 2 14 83 997
Identifying common dynamic features in stock returns 0 0 6 126 3 3 22 232
Identifying common spectral and asymmetric features in stock returns 0 0 0 47 0 2 4 141
Identifying the evolution of stock markets stochastic structure after the euro 0 0 0 31 0 0 5 158
Is there an identity within international stock market volatilities? 0 0 0 61 1 3 9 225
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 0 1 5 817
Total Working Papers 2 12 54 1,304 21 78 354 4,777


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 14 0 0 2 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 1 2 88 1 2 8 229
Fractional integration analysis of long-run behavior for US macroeconomic time series 0 0 2 50 0 0 2 128
Introduction 0 0 0 4 0 0 0 37
Long-range dependence in the conditional variance of stock returns 0 1 7 174 1 3 13 430
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 0 0 0 0 0 0 1 114
The detection and estimation of long memory in stochastic volatility 0 0 1 268 1 1 16 569
Total Journal Articles 0 2 12 626 3 6 44 1,711


Statistics updated 2015-04-05