2

The detection and estimation of long memory in stochastic volatility

F.Jay Breidt, Nuno Crato, Pedro de Lima
Journal:
Journal of Econometrics
Year:
1998
Language:
english
File:
PDF, 1.90 MB
english, 1998
3

A periodogram-based metric for time series classification

Jorge Caiado, Nuno Crato, Daniel Peña
Journal:
Computational Statistics & Data Analysis
Year:
2006
Language:
english
File:
PDF, 226 KB
english, 2006
5

New tests for stationarity and parity reversion: Evidence on New Zealand real exchange rates

Ping Wu, Nuno Crato
Journal:
Empirical Economics
Year:
1995
Language:
english
File:
PDF, 788 KB
english, 1995
6

Can we evaluate the predictability of financial markets?

Nuno Crato, Esther Ruiz
Journal:
International Journal of Forecasting
Year:
2012
Language:
english
File:
PDF, 152 KB
english, 2012
7

Tests for comparing time series of unequal lengths

Caiado, Jorge, Crato, Nuno, Peña, Daniel
Journal:
Journal of Statistical Computation and Simulation
Year:
2012
Language:
english
File:
PDF, 462 KB
english, 2012
8

Long-run versus short-run behaviour of the real exchange rates

Costa, António A., Crato, Nuno
Journal:
Applied Economics
Year:
2001
Language:
english
File:
PDF, 176 KB
english, 2001
10

Identifying common dynamic features in stock returns

Caiado, Jorge, Crato, Nuno
Journal:
Quantitative Finance
Year:
2010
Language:
english
File:
PDF, 427 KB
english, 2010
15

Memory in returns and volatilities of futures' contracts

Nuno Crato, Bonnie K. Ray
Journal:
Journal of Futures Markets
Year:
2000
Language:
english
File:
PDF, 165 KB
english, 2000
23

Pedro nunes, portuguese mathematician and cosmographer

Nuno Crato, Robin Wilson
Journal:
The Mathematical Intelligencer
Year:
2003
Language:
english
File:
PDF, 1.11 MB
english, 2003
25

Stationary persistent time series misspecified as nonstationary arima

Nuno Crato, Howard M. Taylor
Journal:
Statistical Papers
Year:
1996
Language:
english
File:
PDF, 359 KB
english, 1996
26

Estimation of the maximal moment exponent with censored data

Crato, Nuno
Journal:
Communications in Statistics - Simulation and Computation
Year:
2000
Language:
english
File:
PDF, 564 KB
english, 2000
28

Some international evidence regarding the stochastic memory of stock returns

Crato, Nuno
Journal:
Applied Financial Economics
Year:
1994
Language:
english
File:
PDF, 523 KB
english, 1994
29

A generative power-law search tree model

Alda Carvalho, Nuno Crato, Carla Gomes
Journal:
Computers & Operations Research
Year:
2009
Language:
english
File:
PDF, 1.02 MB
english, 2009
32

Model selection and forecasting for long-range dependent processes

Nuno Crato, Bonnie K. Ray
Journal:
Journal of Forecasting
Year:
1996
Language:
english
File:
PDF, 1.27 MB
english, 1996
33

A reappraisal of parity reversion for UK real exchange rates

Crato, Nuno, Rothman, Philip
Journal:
Applied Economics Letters
Year:
1994
Language:
english
File:
PDF, 86 KB
english, 1994
35

Raising Public Awareness of Mathematics ||

Behrends, Ehrhard, Crato, Nuno, Rodrigues, José Francisco
Year:
2012
Language:
english
File:
PDF, 22.09 MB
english, 2012