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	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
Journal Article	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

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Statistics updated 2020-02-04