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 0 279 1 3 9 637
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 0 1 53 2 3 5 232
Comparison of time series with unequal length 1 1 4 325 7 11 24 1,560
Comparison of time series with unequal length in the frequency domain 0 0 1 136 2 2 5 312
Discrimination between deterministic trend and stochastic trend processes 0 0 0 268 0 1 1 1,067
Identifying common dynamic features in stock returns 0 0 1 129 0 1 5 261
Identifying common dynamic features in stock returns 0 0 1 4 4 6 10 33
Identifying common spectral and asymmetric features in stock returns 0 0 1 49 1 1 4 157
Identifying the evolution of stock markets stochastic structure after the euro 0 0 0 32 2 2 2 173
Is there an identity within international stock market volatilities? 0 0 0 62 0 0 4 250
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 0 1 3 838
Total Working Papers 1 1 9 1,427 19 31 72 5,520


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 1 1 1 90
A new model for explaining long-range correlations in human time interval production 0 0 0 2 0 1 2 27
A note on moving average forecasts of long memory processes with an application to quality control 1 1 1 30 1 2 2 136
A periodogram-based metric for time series classification 0 2 5 105 2 5 16 285
A reappraisal of parity reversion for UK real exchange rates 0 0 0 10 1 2 2 84
Forecasting business and economic time series with overdifferenced models 0 0 0 2 0 1 2 38
Fractional integration analysis of long-run behavior for US macroeconomic time series 0 0 2 56 2 4 7 150
Identifying common dynamic features in stock returns 0 0 0 19 0 2 3 80
Introduction 0 0 0 4 2 3 3 48
Long-range dependence in the conditional variance of stock returns 0 0 3 186 3 3 11 482
Long-run versus short-run behaviour of the real exchange rates 0 0 0 30 2 2 2 283
Memory in returns and volatilities of futures' contracts 0 0 0 0 0 1 2 5
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 0 0 0 0 1 1 1 126
The detection and estimation of long memory in stochastic volatility 0 1 2 280 3 6 10 658
α-stable laws for noncoding regions in DNA sequences 0 0 0 13 1 2 3 48
Total Journal Articles 1 4 13 752 19 36 67 2,540


Statistics updated 2020-02-04