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 5 291 7 23 54 728
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 0 0 55 0 4 7 258
Comparison of time series with unequal length 0 0 1 347 2 7 12 1,719
Comparison of time series with unequal length in the frequency domain 0 0 0 141 1 4 7 335
Discrimination between deterministic trend and stochastic trend processes 0 0 1 273 0 4 10 1,101
From A to Z: Effects of a 2nd-grade reading intervention program for struggling readers 0 0 1 14 1 6 13 48
Identifying common dynamic features in stock returns 0 0 0 6 0 6 12 56
Identifying common dynamic features in stock returns 0 0 0 132 1 8 11 288
Identifying common spectral and asymmetric features in stock returns 0 0 0 51 1 6 11 176
Identifying the evolution of stock markets stochastic structure after the euro 0 0 0 33 0 1 7 183
Is there an identity within international stock market volatilities? 0 0 0 62 0 7 9 266
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 0 3 8 856
Total Working Papers 0 0 8 1,495 13 79 161 6,014

Journal Article File Downloads Abstract Views
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 3 8 45
A mild skepticism on nonlinear forecasting: Some comments on the paper by Harvill and Ray 0 0 0 15 1 2 3 96
A new model for explaining long-range correlations in human time interval production 0 0 0 3 0 4 5 35
A note on moving average forecasts of long memory processes with an application to quality control 0 0 0 35 0 1 1 149
A periodogram-based metric for time series classification 1 1 2 125 3 8 13 346
A reappraisal of parity reversion for UK real exchange rates 0 0 0 11 0 2 4 89
Forecasting business and economic time series with overdifferenced models 0 0 0 3 0 3 4 52
Fractional integration analysis of long-run behavior for US macroeconomic time series 0 0 0 61 0 4 7 171
Identifying common dynamic features in stock returns 0 0 0 19 0 2 9 100
Introduction 0 0 0 4 0 3 5 55
Long-range dependence in the conditional variance of stock returns 0 0 1 200 0 0 7 522
Long-run versus short-run behaviour of the real exchange rates 0 0 0 31 0 4 7 293
Memory in returns and volatilities of futures' contracts 0 1 2 2 0 3 5 15
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 0 0 0 0 0 2 4 139
The detection and estimation of long memory in stochastic volatility 0 1 3 302 0 4 12 735
Time series clustering using fragmented autocorrelations 0 0 0 3 0 9 11 19
α-stable laws for noncoding regions in DNA sequences 0 0 0 13 0 3 5 54
Total Journal Articles 1 3 8 832 5 57 110 2,915

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Statistics updated 2026-04-09