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 15 243 0 14 64 509
An interpolated periodogram-based metric for comparison of time series with unequal lengths 1 1 2 47 2 6 18 177
Comparison of time series with unequal length 0 4 17 258 7 30 112 1,148
Comparison of time series with unequal length in the frequency domain 1 2 8 126 5 10 42 254
Discrimination between deterministic trend and stochastic trend processes 0 1 16 246 2 8 131 937
Identifying common dynamic features in stock returns 0 1 3 122 1 5 27 222
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 1 31 0 2 9 156
Is there an identity within international stock market volatilities? 0 0 4 61 0 3 14 220
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 0 0 8 814
Total Working Papers 3 12 68 1,271 17 79 432 4,575


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 0 1 8 225
Fractional integration analysis of long-run behavior for US macroeconomic time series 0 0 2 49 0 0 4 127
Introduction 0 0 0 4 0 0 1 37
Long-range dependence in the conditional variance of stock returns 1 1 8 169 2 4 15 422
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 0 0 0 0 1 1 2 114
The detection and estimation of long memory in stochastic volatility 0 0 6 268 1 4 30 564
Total Journal Articles 1 1 20 619 4 10 66 1,693


Statistics updated 2014-09-03