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Nuno Crato

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This is information that was supplied by Nuno Crato in registering through RePEc. If you are Nuno Crato , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Nuno
Middle Name:
Last Name: Crato
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RePEc Short-ID: pcr42

Email:
Homepage: http://pascal.iseg.utl.pt/~ncrato
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Affiliation

(in no particular order)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Portuguese Economists

Works

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Working papers

  1. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2009. "Comparison of time series with unequal length in the frequency domain," MPRA Paper 15310, University Library of Munich, Germany.
  2. Jorge Caiado & Nuno Crato, 2009. "Identifying common dynamic features in stock returns," CEMAPRE Working Papers 0902, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  3. Caiado, Jorge & Crato, Nuno, 2008. "Identifying the evolution of stock markets stochastic structure after the euro," MPRA Paper 6609, University Library of Munich, Germany.
  4. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007. "Comparison of time series with unequal length," MPRA Paper 6605, University Library of Munich, Germany.
  5. Caiado, Jorge & Crato, Nuno, 2007. "Identifying common spectral and asymmetric features in stock returns," MPRA Paper 6607, University Library of Munich, Germany.
  6. Caiado, Jorge & Crato, Nuno, 2007. "A GARCH-based method for clustering of financial time series: International stock markets evidence," MPRA Paper 2074, University Library of Munich, Germany.
  7. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007. "Is there an identity within international stock market volatilities?," MPRA Paper 2069, University Library of Munich, Germany.
  8. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2006. "An interpolated periodogram-based metric for comparison of time series with unequal lengths," MPRA Paper 2075, University Library of Munich, Germany.
  9. Caiado, Jorge & Crato, Nuno, 2005. "Discrimination between deterministic trend and stochastic trend processes," MPRA Paper 2076, University Library of Munich, Germany.
  10. Nuno Crato & Philip Rothman, . "Measuring Hysteresis in Unemployment Rates with Long Memory Models," Working Papers 9619, East Carolina University, Department of Economics.

Articles

  1. Caiado, Jorge & Crato, Nuno & Pena, Daniel, 2006. "A periodogram-based metric for time series classification," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2668-2684, June.
  2. Crato, Nuno, 2005. "A mild skepticism on nonlinear forecasting: Some comments on the paper by Harvill and Ray," International Journal of Forecasting, Elsevier, vol. 21(4), pages 729-730.
  3. Ramjee, Radhika & Crato, Nuno & Ray, Bonnie K., 2002. "A note on moving average forecasts of long memory processes with an application to quality control," International Journal of Forecasting, Elsevier, vol. 18(2), pages 291-297.
  4. Baillie, R. & Crato, N. & Ray, B. K., 2002. "Introduction," International Journal of Forecasting, Elsevier, vol. 18(2), pages 163-165.
  5. Breidt, F. Jay & Crato, Nuno & de Lima, Pedro, 1998. "The detection and estimation of long memory in stochastic volatility," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 325-348.
  6. Wu, Ping & Crato, Nuno, 1995. "New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates," Empirical Economics, Springer, vol. 20(4), pages 599-613.
  7. Crato, Nuno & Rothman, Philip, 1994. "Fractional integration analysis of long-run behavior for US macroeconomic time series," Economics Letters, Elsevier, vol. 45(3), pages 287-291.
  8. Crato, Nuno & de Lima, Pedro J. F., 1994. "Long-range dependence in the conditional variance of stock returns," Economics Letters, Elsevier, vol. 45(3), pages 281-285.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (7) 2007-03-17 2007-03-17 2008-01-12 2008-01-12 2008-01-12 2009-05-16 2009-05-30. Author is listed
  2. NEP-EEC: European Economics (2) 2007-03-17 2008-01-12. Author is listed
  3. NEP-ETS: Econometric Time Series (6) 2007-03-17 2007-03-17 2008-01-12 2008-01-12 2009-05-16 2009-05-30. Author is listed
  4. NEP-FMK: Financial Markets (1) 2009-05-16
  5. NEP-FOR: Forecasting (1) 2009-05-30
  6. NEP-IFN: International Finance (1) 2007-03-17
  7. NEP-ORE: Operations Research (1) 2008-01-12
  8. NEP-RMG: Risk Management (3) 2007-03-17 2007-03-17 2008-01-12. Author is listed

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