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 0 0 5 276 0 1 16 619
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 0 0 52 0 0 9 222
Comparison of time series with unequal length 0 1 4 315 2 8 46 1,488
Comparison of time series with unequal length in the frequency domain 0 0 1 133 0 0 2 296
Discrimination between deterministic trend and stochastic trend processes 0 0 3 266 0 1 11 1,053
Identifying common dynamic features in stock returns 0 0 0 3 0 0 2 20
Identifying common dynamic features in stock returns 0 0 1 128 0 1 6 251
Identifying common spectral and asymmetric features in stock returns 0 0 0 48 0 0 3 151
Identifying the evolution of stock markets stochastic structure after the euro 0 0 0 32 0 1 2 168
Is there an identity within international stock market volatilities? 0 0 0 62 0 0 6 246
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 1 1 5 834
Total Working Papers 0 1 14 1,405 3 13 108 5,348


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 15 0 0 2 88
A new model for explaining long-range correlations in human time interval production 0 0 0 2 0 1 2 24
A note on moving average forecasts of long memory processes with an application to quality control 0 0 0 29 0 0 0 134
A periodogram-based metric for time series classification 0 0 0 96 0 0 7 259
A reappraisal of parity reversion for UK real exchange rates 0 0 0 9 0 0 2 81
Forecasting business and economic time series with overdifferenced models 0 0 0 1 0 0 2 30
Fractional integration analysis of long-run behavior for US macroeconomic time series 0 0 0 54 0 1 1 143
Identifying common dynamic features in stock returns 0 0 0 19 0 0 4 74
Introduction 0 0 0 4 0 0 0 43
Long-range dependence in the conditional variance of stock returns 0 0 0 183 0 0 4 465
Long-run versus short-run behaviour of the real exchange rates 0 0 0 30 0 0 3 281
Memory in returns and volatilities of futures' contracts 0 0 0 0 0 0 0 3
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 0 0 0 0 0 1 2 122
The detection and estimation of long memory in stochastic volatility 0 1 5 275 1 3 34 626
α-stable laws for noncoding regions in DNA sequences 0 0 0 13 0 0 0 44
Total Journal Articles 0 1 5 730 1 6 63 2,417


Statistics updated 2017-11-04