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 2 4 14 247 4 13 61 522
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 0 1 47 1 1 16 178
Comparison of time series with unequal length 0 2 16 260 12 21 114 1,169
Comparison of time series with unequal length in the frequency domain 0 0 6 126 3 9 35 263
Discrimination between deterministic trend and stochastic trend processes 2 3 14 249 17 27 106 964
Identifying common dynamic features in stock returns 1 4 7 126 2 6 23 228
Identifying common spectral and asymmetric features in stock returns 0 0 1 47 1 1 6 139
Identifying the evolution of stock markets stochastic structure after the euro 0 0 0 31 0 1 6 157
Is there an identity within international stock market volatilities? 0 0 1 61 0 2 10 222
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 1 2 9 816
Total Working Papers 5 13 60 1,284 41 83 386 4,658


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 2 87 0 2 8 227
Fractional integration analysis of long-run behavior for US macroeconomic time series 0 1 3 50 0 1 4 128
Introduction 0 0 0 4 0 0 0 37
Long-range dependence in the conditional variance of stock returns 1 2 9 171 1 3 15 425
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 0 0 0 0 0 0 2 114
The detection and estimation of long memory in stochastic volatility 0 0 3 268 0 4 23 568
Total Journal Articles 1 3 18 622 1 10 58 1,703


Statistics updated 2014-12-03