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 5 633
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 1 1 53 0 1 2 229
Comparison of time series with unequal length 0 1 4 323 1 4 32 1,542
Comparison of time series with unequal length in the frequency domain 0 0 1 136 0 0 4 308
Discrimination between deterministic trend and stochastic trend processes 0 0 1 268 0 0 2 1,066
Identifying common dynamic features in stock returns 0 0 1 129 1 1 5 258
Identifying common dynamic features in stock returns 0 0 1 4 1 1 2 25
Identifying common spectral and asymmetric features in stock returns 0 0 1 49 0 1 3 155
Identifying the evolution of stock markets stochastic structure after the euro 0 0 0 32 0 0 2 171
Is there an identity within international stock market volatilities? 0 0 0 62 3 3 4 250
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 0 1 3 837
Total Working Papers 0 2 10 1,425 7 15 64 5,474


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 0 0 0 89
A new model for explaining long-range correlations in human time interval production 0 0 0 2 0 0 1 26
A note on moving average forecasts of long memory processes with an application to quality control 0 0 0 29 0 0 0 134
A periodogram-based metric for time series classification 0 1 6 103 2 3 15 278
A reappraisal of parity reversion for UK real exchange rates 0 0 0 10 0 0 0 82
Forecasting business and economic time series with overdifferenced models 0 0 1 2 0 1 4 37
Fractional integration analysis of long-run behavior for US macroeconomic time series 0 1 2 56 0 1 2 145
Identifying common dynamic features in stock returns 0 0 0 19 0 0 1 77
Introduction 0 0 0 4 0 0 2 45
Long-range dependence in the conditional variance of stock returns 2 2 3 186 2 5 9 478
Long-run versus short-run behaviour of the real exchange rates 0 0 0 30 0 0 0 281
Memory in returns and volatilities of futures' contracts 0 0 0 0 0 0 1 4
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 0 0 0 0 0 0 2 125
The detection and estimation of long memory in stochastic volatility 0 0 3 279 0 1 11 651
α-stable laws for noncoding regions in DNA sequences 0 0 0 13 1 1 1 46
Total Journal Articles 2 4 15 748 5 12 49 2,498


Statistics updated 2019-09-09