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	1	4	292	1	4	53	735
An interpolated periodogram-based metric for comparison of time series with unequal lengths	0	0	0	55	2	5	13	265
Comparison of time series with unequal length	0	0	0	347	1	2	14	1,723
Comparison of time series with unequal length in the frequency domain	0	0	0	141	0	2	10	338
Discrimination between deterministic trend and stochastic trend processes	0	0	1	273	0	0	11	1,104
From A to Z: Effects of a 2nd-grade reading intervention program for struggling readers	0	2	3	16	0	3	16	53
Identifying common dynamic features in stock returns	0	0	0	132	0	0	11	288
Identifying common dynamic features in stock returns	0	0	0	6	1	1	13	60
Identifying common spectral and asymmetric features in stock returns	0	0	0	51	0	0	14	180
Identifying the evolution of stock markets stochastic structure after the euro	0	0	0	33	0	0	7	185
Is there an identity within international stock market volatilities?	0	0	0	62	0	1	13	271
Measuring Hysteresis in Unemployment Rates with Long Memory Models	0	0	0	90	0	0	11	859
Total Working Papers	0	3	8	1,498	5	18	186	6,061

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	0	0	11	49
A mild skepticism on nonlinear forecasting: Some comments on the paper by Harvill and Ray	0	0	0	15	1	1	9	102
A new model for explaining long-range correlations in human time interval production	0	0	0	3	0	0	7	37
A note on moving average forecasts of long memory processes with an application to quality control	0	0	0	35	0	1	3	151
A periodogram-based metric for time series classification	1	1	3	126	2	4	19	352
A reappraisal of parity reversion for UK real exchange rates	0	0	0	11	1	2	10	95
Forecasting business and economic time series with overdifferenced models	0	0	0	3	0	0	5	53
Fractional integration analysis of long-run behavior for US macroeconomic time series	0	0	0	61	0	1	7	172
Identifying common dynamic features in stock returns	0	0	0	19	1	1	11	102
Introduction	0	0	0	4	0	1	7	57
Long-range dependence in the conditional variance of stock returns	0	0	0	200	0	2	3	524
Long-run versus short-run behaviour of the real exchange rates	1	1	2	33	1	3	11	297
Memory in returns and volatilities of futures' contracts	0	0	2	2	0	0	5	15
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates	0	0	0	0	0	0	4	140
The detection and estimation of long memory in stochastic volatility	0	0	1	302	2	3	14	739
Time series clustering using fragmented autocorrelations	0	0	0	3	0	0	11	20
α-stable laws for noncoding regions in DNA sequences	0	0	0	13	0	0	6	55
Total Journal Articles	2	2	8	835	8	19	143	2,960

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	0	0	2	2
Total Chapters	0	0	0	0	0	0	2	2

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Statistics updated 2026-08-07