Nuno Crato

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Affiliations

• Universidade de Lisboa / Instituto Superior de Economia e Gestão (ISEG) / Research in Economics and Mathematics (REM) / Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE) (weight: 50%)
  • EDIRC entry
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• Universidade de Lisboa / Instituto Superior de Economia e Gestão (ISEG) (weight: 50%)
  • EDIRC entry
  • location:

Research profile

author of:

• Identifying common dynamic features in stock returns (RePEc:cma:wpaper:0902)
  by Jorge Caiado & Nuno Crato
• A periodogram-based metric for time series classification (RePEc:eee:csdana:v:50:y:2006:i:10:p:2668-2684)
  by Caiado, Jorge & Crato, Nuno & Pena, Daniel
• A new model for explaining long-range correlations in human time interval production (RePEc:eee:csdana:v:56:y:2012:i:6:p:1908-1919)
  by Diniz, Ana & Barreiros, João & Crato, Nuno
• Long-range dependence in the conditional variance of stock returns (RePEc:eee:ecolet:v:45:y:1994:i:3:p:281-285)
  by Crato, Nuno & de Lima, Pedro J. F.
• Fractional integration analysis of long-run behavior for US macroeconomic time series (RePEc:eee:ecolet:v:45:y:1994:i:3:p:287-291)
  by Crato, Nuno & Rothman, Philip
• The detection and estimation of long memory in stochastic volatility (RePEc:eee:econom:v:83:y:1998:i:1-2:p:325-348)
  by Breidt, F. Jay & Crato, Nuno & de Lima, Pedro
• Introduction (RePEc:eee:intfor:v:18:y:2002:i:2:p:163-165)
  by Baillie, R. & Crato, N. & Ray, B. K.
• A note on moving average forecasts of long memory processes with an application to quality control (RePEc:eee:intfor:v:18:y:2002:i:2:p:291-297)
  by Ramjee, Radhika & Crato, Nuno & Ray, Bonnie K.
• A mild skepticism on nonlinear forecasting: Some comments on the paper by Harvill and Ray (RePEc:eee:intfor:v:21:y:2005:i:4:p:729-730)
  by Crato, Nuno
• Time series clustering using fragmented autocorrelations (RePEc:eee:phsmap:v:650:y:2024:i:c:s0378437124004904)
  by Albino, Andreia & Caiado, Jorge & Crato, Nuno
• Forecasting business and economic time series with overdifferenced models (RePEc:pjm:journl:v:i:y:1993:i:2:p:77-82)
  by Nuno Crato
• Identifying common dynamic features in stock returns (RePEc:pra:mprapa:15241)
  by Caiado, Jorge & Crato, Nuno
• Comparison of time series with unequal length in the frequency domain (RePEc:pra:mprapa:15310)
  by Caiado, Jorge & Crato, Nuno & Peña, Daniel
• Is there an identity within international stock market volatilities? (RePEc:pra:mprapa:2069)
  by Caiado, Jorge & Crato, Nuno & Peña, Daniel
• A GARCH-based method for clustering of financial time series: International stock markets evidence (RePEc:pra:mprapa:2074)
  by Caiado, Jorge & Crato, Nuno
• An interpolated periodogram-based metric for comparison of time series with unequal lengths (RePEc:pra:mprapa:2075)
  by Caiado, Jorge & Crato, Nuno & Peña, Daniel
• Discrimination between deterministic trend and stochastic trend processes (RePEc:pra:mprapa:2076)
  by Caiado, Jorge & Crato, Nuno
• Comparison of time series with unequal length (RePEc:pra:mprapa:6605)
  by Caiado, Jorge & Crato, Nuno & Peña, Daniel
• Identifying common spectral and asymmetric features in stock returns (RePEc:pra:mprapa:6607)
  by Caiado, Jorge & Crato, Nuno
• Identifying the evolution of stock markets stochastic structure after the euro (RePEc:pra:mprapa:6609)
  by Caiado, Jorge & Crato, Nuno
• A fragmented-periodogram approach for clustering big data time series (RePEc:spr:advdac:v:14:y:2020:i:1:d:10.1007_s11634-019-00365-8)
  by Jorge Caiado & Nuno Crato & Pilar Poncela
• New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates (RePEc:spr:empeco:v:20:y:1995:i:4:p:599-613)
  by Wu, Ping & Crato, Nuno
• A reappraisal of parity reversion for UK real exchange rates (RePEc:taf:apeclt:v:1:y:1994:i:9:p:139-141)
  by Nuno Crato & Philip Rothman
• Long-run versus short-run behaviour of the real exchange rates (RePEc:taf:applec:v:33:y:2001:i:5:p:683-688)
  by Antonio Costa & Nuno Crato
• α-stable laws for noncoding regions in DNA sequences (RePEc:taf:japsta:v:38:y:2011:i:2:p:261-271)
  by N. Crato & R. R. Linhares & S. R.C. Lopes
• Identifying common dynamic features in stock returns (RePEc:taf:quantf:v:10:y:2010:i:7:p:797-807)
  by Jorge Caiado & Nuno Crato
• Memory in returns and volatilities of futures' contracts (RePEc:wly:jfutmk:v:20:y:2000:i:6:p:525-543)
  by Nuno Crato & Bonnie K. Ray
• Measuring Hysteresis in Unemployment Rates with Long Memory Models (RePEc:wop:eacaec:9619)
  by Nuno Crato & Philip Rothman
• From A to Z: Effects of a 2nd-grade reading intervention program for struggling readers (RePEc:zbw:glodps:1394)
  by Lopes, João & Martins, Pedro S. & Oliveira, Célia & Ferreira, João & Oliveira, João Tiago & Crato, Nuno