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 15 254 4 13 52 544
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 2 3 49 1 7 25 192
Comparison of time series with unequal length 1 2 10 264 11 24 110 1,213
Comparison of time series with unequal length in the frequency domain 0 0 4 128 0 2 31 274
Discrimination between deterministic trend and stochastic trend processes 1 2 12 257 6 12 77 1,003
Identifying common dynamic features in stock returns 0 0 6 126 0 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 0 1 8 225
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 0 1 4 817
Total Working Papers 3 9 50 1,307 22 65 338 4,799


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 2 2 2 79
A note on moving average forecasts of long memory processes with an application to quality control 0 0 0 28 0 0 0 127
A periodogram-based metric for time series classification 0 1 2 88 1 3 7 230
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 1 1 8 175 2 3 15 432
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 0 1 13 569
Total Journal Articles 1 2 13 627 5 9 40 1,716


Statistics updated 2015-05-02