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 2 2 4 288 5 8 12 682
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 0 0 55 0 0 1 251
Comparison of time series with unequal length 1 1 2 347 2 2 14 1,709
Comparison of time series with unequal length in the frequency domain 0 0 0 141 0 0 0 328
Discrimination between deterministic trend and stochastic trend processes 0 0 0 272 1 2 3 1,093
From A to Z: Effects of a 2nd-grade reading intervention program for struggling readers 0 0 0 13 0 2 10 37
Identifying common dynamic features in stock returns 0 0 0 132 0 0 1 277
Identifying common dynamic features in stock returns 0 0 0 6 1 2 3 46
Identifying common spectral and asymmetric features in stock returns 0 0 0 51 0 1 3 166
Identifying the evolution of stock markets stochastic structure after the euro 0 0 0 33 0 1 1 177
Is there an identity within international stock market volatilities? 0 0 0 62 1 1 2 258
Measuring Hysteresis in Unemployment Rates with Long Memory Models 0 0 0 90 0 0 1 848
Total Working Papers 3 3 6 1,490 10 19 51 5,872


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 1 3 38
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 0 35 0 0 0 148
A periodogram-based metric for time series classification 0 0 1 123 0 0 2 333
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 0 61 0 0 2 164
Identifying common dynamic features in stock returns 0 0 0 19 0 0 0 91
Introduction 0 0 0 4 0 0 0 50
Long-range dependence in the conditional variance of stock returns 0 1 3 200 0 6 11 521
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 0 10
New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 0 0 0 0 0 0 2 135
The detection and estimation of long memory in stochastic volatility 1 1 2 300 1 1 4 724
Time series clustering using fragmented autocorrelations 0 0 3 3 0 1 9 9
α-stable laws for noncoding regions in DNA sequences 0 0 0 13 0 0 0 49
Total Journal Articles 1 2 9 826 2 9 33 2,814


Statistics updated 2025-07-04