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	2	6	291	11	17	44	716
An interpolated periodogram-based metric for comparison of time series with unequal lengths	0	0	0	55	4	5	8	258
Comparison of time series with unequal length	0	0	1	347	5	8	12	1,717
Comparison of time series with unequal length in the frequency domain	0	0	0	141	3	6	6	334
Discrimination between deterministic trend and stochastic trend processes	0	1	1	273	4	8	10	1,101
From A to Z: Effects of a 2nd-grade reading intervention program for struggling readers	0	0	1	14	5	6	13	47
Identifying common dynamic features in stock returns	0	0	0	6	6	9	13	56
Identifying common dynamic features in stock returns	0	0	0	132	7	8	11	287
Identifying common spectral and asymmetric features in stock returns	0	0	0	51	4	6	9	174
Identifying the evolution of stock markets stochastic structure after the euro	0	0	0	33	1	3	7	183
Is there an identity within international stock market volatilities?	0	0	0	62	6	7	9	265
Measuring Hysteresis in Unemployment Rates with Long Memory Models	0	0	0	90	3	6	9	856
Total Working Papers	0	3	9	1,495	59	89	151	5,994

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	1	4	6	43
A mild skepticism on nonlinear forecasting: Some comments on the paper by Harvill and Ray	0	0	0	15	1	1	2	95
A new model for explaining long-range correlations in human time interval production	0	0	0	3	3	4	4	34
A note on moving average forecasts of long memory processes with an application to quality control	0	0	0	35	0	0	0	148
A periodogram-based metric for time series classification	0	1	1	124	4	8	9	342
A reappraisal of parity reversion for UK real exchange rates	0	0	0	11	2	3	4	89
Forecasting business and economic time series with overdifferenced models	0	0	0	3	2	2	3	51
Fractional integration analysis of long-run behavior for US macroeconomic time series	0	0	0	61	4	6	8	171
Identifying common dynamic features in stock returns	0	0	0	19	1	7	8	99
Introduction	0	0	0	4	3	5	5	55
Long-range dependence in the conditional variance of stock returns	0	0	1	200	0	0	9	522
Long-run versus short-run behaviour of the real exchange rates	0	0	0	31	3	5	6	292
Memory in returns and volatilities of futures' contracts	0	0	1	1	1	2	3	13
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates	0	0	0	0	2	3	5	139
The detection and estimation of long memory in stochastic volatility	0	0	2	301	2	7	10	733
Time series clustering using fragmented autocorrelations	0	0	3	3	7	8	16	17
α-stable laws for noncoding regions in DNA sequences	0	0	0	13	2	4	4	53
Total Journal Articles	0	1	8	829	38	69	102	2,896

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Statistics updated 2026-02-12