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 2 12 263 1 5 40 571
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 1 3 50 1 3 14 199
Comparison of time series with unequal length 3 5 29 291 10 31 148 1,337
Comparison of time series with unequal length in the frequency domain 0 1 3 131 0 2 11 283
Discrimination between deterministic trend and stochastic trend processes 0 0 5 260 2 7 36 1,027
Identifying common dynamic features in stock returns 0 0 1 127 1 1 8 237
Identifying common dynamic features in stock returns 0 0 0 3 0 0 1 12
Identifying common spectral and asymmetric features in stock returns 0 0 0 47 0 1 3 142
Identifying the evolution of stock markets stochastic structure after the euro 0 0 1 32 0 2 4 162
Is there an identity within international stock market volatilities? 0 0 0 61 1 3 8 232
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 0 2 7 823
Total Working Papers 4 9 54 1,355 16 57 280 5,025


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 1 4 81
A new model for explaining long-range correlations in human time interval production 0 1 1 2 0 1 2 19
A note on moving average forecasts of long memory processes with an application to quality control 0 0 1 29 0 0 2 129
A periodogram-based metric for time series classification 0 0 5 92 2 3 16 243
A reappraisal of parity reversion for UK real exchange rates 0 0 0 9 2 2 4 74
Forecasting business and economic time series with overdifferenced models 0 0 0 1 0 1 4 25
Fractional integration analysis of long-run behavior for US macroeconomic time series 1 1 2 52 1 2 5 133
Identifying common dynamic features in stock returns 0 0 1 18 1 1 3 65
Introduction 0 0 0 4 1 2 3 40
Long-range dependence in the conditional variance of stock returns 1 1 4 178 2 2 10 439
Long-run versus short-run behaviour of the real exchange rates 1 1 1 30 2 3 4 276
Memory in returns and volatilities of futures' contracts 0 0 0 0 0 0 1 1
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 0 0 0 0 0 0 1 115
The detection and estimation of long memory in stochastic volatility 0 1 1 269 0 4 11 579
α-stable laws for noncoding regions in DNA sequences 0 0 1 13 0 0 1 41
Total Journal Articles 3 5 17 711 11 22 71 2,260


Statistics updated 2016-02-03