Details about Nuno Crato

Access statistics for papers by Nuno Crato.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: pcr42

Working Papers

2024

1. From A to Z: Effects of a 2nd-grade reading intervention program for struggling readers
   GLO Discussion Paper Series, Global Labor Organization (GLO)

2009

2. Comparison of time series with unequal length in the frequency domain
   MPRA Paper, University Library of Munich, Germany View citations (19)
3. Identifying common dynamic features in stock returns
   CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon
   Also in MPRA Paper, University Library of Munich, Germany (2009)
   See also Journal Article Identifying common dynamic features in stock returns, Quantitative Finance, Taylor & Francis Journals (2010) View citations (12) (2010)

2008

4. Identifying the evolution of stock markets stochastic structure after the euro
   MPRA Paper, University Library of Munich, Germany

2007

5. A GARCH-based method for clustering of financial time series: International stock markets evidence
   MPRA Paper, University Library of Munich, Germany View citations (10)
6. Comparison of time series with unequal length
   MPRA Paper, University Library of Munich, Germany View citations (4)
7. Identifying common spectral and asymmetric features in stock returns
   MPRA Paper, University Library of Munich, Germany
8. Is there an identity within international stock market volatilities?
   MPRA Paper, University Library of Munich, Germany

2006

9. An interpolated periodogram-based metric for comparison of time series with unequal lengths
   MPRA Paper, University Library of Munich, Germany

2005

10. Discrimination between deterministic trend and stochastic trend processes
    MPRA Paper, University Library of Munich, Germany

Undated

11. Measuring Hysteresis in Unemployment Rates with Long Memory Models
    Working Papers, East Carolina University, Department of Economics View citations (12)

Journal Articles

2024

1. Time series clustering using fragmented autocorrelations
   Physica A: Statistical Mechanics and its Applications, 2024, 650, (C)

2020

2. A fragmented-periodogram approach for clustering big data time series
   Advances in Data Analysis and Classification, 2020, 14, (1), 117-146 View citations (6)

2012

3. A new model for explaining long-range correlations in human time interval production
   Computational Statistics & Data Analysis, 2012, 56, (6), 1908-1919

2011

4. α-stable laws for noncoding regions in DNA sequences
   Journal of Applied Statistics, 2011, 38, (2), 261-271

2010

5. Identifying common dynamic features in stock returns
   Quantitative Finance, 2010, 10, (7), 797-807 View citations (12)
   See also Working Paper Identifying common dynamic features in stock returns, CEMAPRE Working Papers (2009) (2009)

2006

6. A periodogram-based metric for time series classification
   Computational Statistics & Data Analysis, 2006, 50, (10), 2668-2684 View citations (64)

2005

7. A mild skepticism on nonlinear forecasting: Some comments on the paper by Harvill and Ray
   International Journal of Forecasting, 2005, 21, (4), 729-730

2002

8. A note on moving average forecasts of long memory processes with an application to quality control
   International Journal of Forecasting, 2002, 18, (2), 291-297 View citations (1)
9. Introduction
   International Journal of Forecasting, 2002, 18, (2), 163-165

2001

10. Long-run versus short-run behaviour of the real exchange rates
    Applied Economics, 2001, 33, (5), 683-688 View citations (4)

2000

11. Memory in returns and volatilities of futures' contracts
    Journal of Futures Markets, 2000, 20, (6), 525-543 View citations (23)

1998

12. The detection and estimation of long memory in stochastic volatility
    Journal of Econometrics, 1998, 83, (1-2), 325-348 View citations (353)

1995

13. New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates
    Empirical Economics, 1995, 20, (4), 599-613 View citations (5)

1994

14. A reappraisal of parity reversion for UK real exchange rates
    Applied Economics Letters, 1994, 1, (9), 139-141 View citations (7)
15. Fractional integration analysis of long-run behavior for US macroeconomic time series
    Economics Letters, 1994, 45, (3), 287-291 View citations (27)
16. Long-range dependence in the conditional variance of stock returns
    Economics Letters, 1994, 45, (3), 281-285 View citations (70)

1993

17. Forecasting business and economic time series with overdifferenced models
    Portuguese Journal of Management Studies, 1993, I, (2), 77-82