9
H index
9
i10 index
595
Citations
Nuno Crato : Citation Profile
Universidade de Lisboa (50% share) | RESEARCH PRODUCTION: 16 Articles 12 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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31 years (1993 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Nuno Crato. | Is cited by:
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Main data
Where Nuno Crato has published?
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Forecasting | 3 |
| Economics Letters | 2 |
| Computational Statistics & Data Analysis | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 9 |
Recent works citing Nuno Crato (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Network log-ARCH models for forecasting stock market volatility. (2024). Mattera, Raffaele ; Otto, Philipp. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1539-1555. Full description at Econpapers || Download paper |
| 2024 | A New Proxy for Estimating the Roughness of Volatility. (2024). Chronopoulou, Alexandra ; Zhao, QI. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:131-:d:1361912. Full description at Econpapers || Download paper |
| 2024 | Clustering networked funded European research activities through rank-size laws. (2024). Mattera, Raffaele ; Cerqueti, Roy ; Iovanella, Antonio. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-023-05321-6. Full description at Econpapers || Download paper |
Works by Nuno Crato:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Identifying common dynamic features in stock returns In: CEMAPRE Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2009 | Identifying common dynamic features in stock returns.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2010 | Identifying common dynamic features in stock returns.(2010) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2006 | A periodogram-based metric for time series classification In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 52 |
| 2012 | A new model for explaining long-range correlations in human time interval production In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 1994 | Long-range dependence in the conditional variance of stock returns In: Economics Letters. [Full Text][Citation analysis] | article | 70 |
| 1994 | Fractional integration analysis of long-run behavior for US macroeconomic time series In: Economics Letters. [Full Text][Citation analysis] | article | 27 |
| 1998 | The detection and estimation of long memory in stochastic volatility In: Journal of Econometrics. [Full Text][Citation analysis] | article | 353 |
| 2002 | Introduction In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2002 | A note on moving average forecasts of long memory processes with an application to quality control In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2005 | A mild skepticism on nonlinear forecasting: Some comments on the paper by Harvill and Ray In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2024 | Time series clustering using fragmented autocorrelations In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 1993 | Forecasting business and economic time series with overdifferenced models In: Portuguese Journal of Management Studies. [Full Text][Citation analysis] | article | 0 |
| 2009 | Comparison of time series with unequal length in the frequency domain In: MPRA Paper. [Full Text][Citation analysis] | paper | 15 |
| 2007 | Is there an identity within international stock market volatilities? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2007 | A GARCH-based method for clustering of financial time series: International stock markets evidence In: MPRA Paper. [Full Text][Citation analysis] | paper | 10 |
| 2006 | An interpolated periodogram-based metric for comparison of time series with unequal lengths In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Discrimination between deterministic trend and stochastic trend processes In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Comparison of time series with unequal length In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Identifying common spectral and asymmetric features in stock returns In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Identifying the evolution of stock markets stochastic structure after the euro In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2020 | A fragmented-periodogram approach for clustering big data time series In: Advances in Data Analysis and Classification. [Full Text][Citation analysis] | article | 5 |
| 1995 | New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates. In: Empirical Economics. [Citation analysis] | article | 5 |
| 1994 | A reappraisal of parity reversion for UK real exchange rates In: Applied Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2001 | Long-run versus short-run behaviour of the real exchange rates In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
| 2000 | Memory in returns and volatilities of futures contracts In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 23 |
| 1996 | Measuring Hysteresis in Unemployment Rates with Long Memory Models In: Working Papers. [Citation analysis] | paper | 12 |
| 2024 | From A to Z: Effects of a 2nd-grade reading intervention program for struggling readers In: GLO Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team