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 10 272 1 5 35 604
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 1 2 52 4 9 19 217
Comparison of time series with unequal length 1 3 24 312 7 16 133 1,449
Comparison of time series with unequal length in the frequency domain 0 0 2 132 0 2 13 294
Discrimination between deterministic trend and stochastic trend processes 1 2 4 264 1 5 21 1,043
Identifying common dynamic features in stock returns 0 0 0 127 0 1 9 245
Identifying common dynamic features in stock returns 0 0 0 3 2 2 8 20
Identifying common spectral and asymmetric features in stock returns 0 0 1 48 1 1 8 149
Identifying the evolution of stock markets stochastic structure after the euro 0 0 0 32 0 1 6 166
Is there an identity within international stock market volatilities? 0 0 1 62 0 2 10 240
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 1 1 9 830
Total Working Papers 3 8 44 1,394 17 45 271 5,257


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 15 0 0 5 86
A new model for explaining long-range correlations in human time interval production 0 0 1 2 0 1 4 22
A note on moving average forecasts of long memory processes with an application to quality control 0 0 0 29 0 1 5 134
A periodogram-based metric for time series classification 0 0 4 96 1 2 13 253
A reappraisal of parity reversion for UK real exchange rates 0 0 0 9 0 0 7 79
Forecasting business and economic time series with overdifferenced models 0 0 0 1 0 0 4 28
Fractional integration analysis of long-run behavior for US macroeconomic time series 0 1 3 54 0 2 10 142
Identifying common dynamic features in stock returns 0 0 1 19 0 0 6 70
Introduction 0 0 0 4 0 0 5 43
Long-range dependence in the conditional variance of stock returns 0 0 6 183 1 5 25 462
Long-run versus short-run behaviour of the real exchange rates 0 0 1 30 0 0 5 278
Memory in returns and volatilities of futures' contracts 0 0 0 0 0 1 2 3
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 0 0 0 0 0 0 5 120
The detection and estimation of long memory in stochastic volatility 0 0 1 270 2 5 16 594
α-stable laws for noncoding regions in DNA sequences 0 0 0 13 0 2 3 44
Total Journal Articles 0 1 18 725 4 19 115 2,358


Statistics updated 2016-12-03