Access Statistics for Nuno Crato

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	0	0	5	291	3	15	55	731
An interpolated periodogram-based metric for comparison of time series with unequal lengths	0	0	0	55	2	2	9	260
Comparison of time series with unequal length	0	0	1	347	2	4	14	1,721
Comparison of time series with unequal length in the frequency domain	0	0	0	141	1	2	8	336
Discrimination between deterministic trend and stochastic trend processes	0	0	1	273	3	3	12	1,104
From A to Z: Effects of a 2nd-grade reading intervention program for struggling readers	0	0	1	14	2	3	13	50
Identifying common dynamic features in stock returns	0	0	0	132	0	1	11	288
Identifying common dynamic features in stock returns	0	0	0	6	3	3	14	59
Identifying common spectral and asymmetric features in stock returns	0	0	0	51	4	6	14	180
Identifying the evolution of stock markets stochastic structure after the euro	0	0	0	33	2	2	8	185
Is there an identity within international stock market volatilities?	0	0	0	62	4	5	13	270
Measuring Hysteresis in Unemployment Rates with Long Memory Models	0	0	0	90	3	3	11	859
Total Working Papers	0	0	8	1,495	29	49	182	6,043

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A fragmented-periodogram approach for clustering big data time series	0	0	0	5	4	6	12	49
A mild skepticism on nonlinear forecasting: Some comments on the paper by Harvill and Ray	0	0	0	15	5	6	8	101
A new model for explaining long-range correlations in human time interval production	0	0	0	3	2	3	7	37
A note on moving average forecasts of long memory processes with an application to quality control	0	0	0	35	1	2	2	150
A periodogram-based metric for time series classification	0	1	2	125	2	6	15	348
A reappraisal of parity reversion for UK real exchange rates	0	0	0	11	4	4	8	93
Forecasting business and economic time series with overdifferenced models	0	0	0	3	1	2	5	53
Fractional integration analysis of long-run behavior for US macroeconomic time series	0	0	0	61	0	0	7	171
Identifying common dynamic features in stock returns	0	0	0	19	1	2	10	101
Introduction	0	0	0	4	1	1	6	56
Long-range dependence in the conditional variance of stock returns	0	0	0	200	0	0	5	522
Long-run versus short-run behaviour of the real exchange rates	1	1	1	32	1	2	8	294
Memory in returns and volatilities of futures' contracts	0	1	2	2	0	2	5	15
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates	0	0	0	0	1	1	5	140
The detection and estimation of long memory in stochastic volatility	0	1	3	302	1	3	13	736
Time series clustering using fragmented autocorrelations	0	0	0	3	1	3	12	20
α-stable laws for noncoding regions in DNA sequences	0	0	0	13	1	2	6	55
Total Journal Articles	1	4	8	833	26	45	134	2,941

Chapter	File Downloads				Abstract Views
Chapter	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Balancing Math Popularization with Public Debate: A Mathematical Society’s Continued Efforts to Raise the Public Awareness of Mathematics and for Youth Mathematical Education	0	0	0	0	2	2	2	2
Total Chapters	0	0	0	0	2	2	2	2

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Statistics updated 2026-05-06