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	1	285	0	2	3	672
An interpolated periodogram-based metric for comparison of time series with unequal lengths	0	0	0	55	1	1	2	251
Comparison of time series with unequal length	0	0	1	346	2	3	19	1,707
Comparison of time series with unequal length in the frequency domain	0	0	1	141	0	0	1	328
Discrimination between deterministic trend and stochastic trend processes	0	0	0	272	0	0	2	1,091
From A to Z: Effects of a 2nd-grade reading intervention program for struggling readers	0	0	9	13	0	1	28	34
Identifying common dynamic features in stock returns	0	0	0	132	1	1	1	277
Identifying common dynamic features in stock returns	0	0	0	6	1	1	1	44
Identifying common spectral and asymmetric features in stock returns	0	0	0	51	0	0	2	165
Identifying the evolution of stock markets stochastic structure after the euro	0	0	0	33	0	0	0	176
Is there an identity within international stock market volatilities?	0	0	0	62	1	1	1	257
Measuring Hysteresis in Unemployment Rates with Long Memory Models	0	0	0	90	1	1	1	848
Total Working Papers	0	1	12	1,486	7	11	61	5,850

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	3	37
A mild skepticism on nonlinear forecasting: Some comments on the paper by Harvill and Ray	0	0	0	15	0	0	0	93
A new model for explaining long-range correlations in human time interval production	0	0	0	3	0	0	0	30
A note on moving average forecasts of long memory processes with an application to quality control	0	0	1	35	0	0	2	148
A periodogram-based metric for time series classification	0	1	4	123	0	2	7	333
A reappraisal of parity reversion for UK real exchange rates	0	0	0	11	0	0	0	85
Forecasting business and economic time series with overdifferenced models	0	0	0	3	0	0	0	48
Fractional integration analysis of long-run behavior for US macroeconomic time series	0	0	1	61	1	1	3	164
Identifying common dynamic features in stock returns	0	0	0	19	0	0	1	91
Introduction	0	0	0	4	0	0	0	50
Long-range dependence in the conditional variance of stock returns	0	0	3	199	2	2	6	515
Long-run versus short-run behaviour of the real exchange rates	0	0	0	31	0	0	0	286
Memory in returns and volatilities of futures' contracts	0	0	0	0	0	0	1	10
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates	0	0	0	0	0	0	1	134
The detection and estimation of long memory in stochastic volatility	0	0	2	299	0	1	4	723
Time series clustering using fragmented autocorrelations	0	0	0	0	2	2	3	3
α-stable laws for noncoding regions in DNA sequences	0	0	0	13	0	0	0	49
Total Journal Articles	0	1	11	821	5	8	31	2,799

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Statistics updated 2025-03-03