Nuno Crato
Nuno Crato
Professor of Mathematics and Statistics, ISEG, University of Lisbon
Verified email at iseg.ulisboa.pt - Homepage
Title
Cited by
Cited by
Year
The detection and estimation of long memory in stochastic volatility
FJ Breidt, N Crato, P De Lima
Journal of econometrics 83 (1-2), 325-348, 1998
7991998
Heavy-tailed phenomena in satisfiability and constraint satisfaction problems
CP Gomes, B Selman, N Crato, H Kautz
Journal of automated reasoning 24 (1-2), 67-100, 2000
4802000
A periodogram-based metric for time series classification
J Caiado, N Crato, D Peña
Computational Statistics & Data Analysis 50 (10), 2668-2684, 2006
2182006
Heavy-tailed distributions in combinatorial search
CP Gomes, B Selman, N Crato
International Conference on Principles and Practice of Constraint …, 1997
2161997
Sardine regime shifts off Portugal: a time series analysis of catches and wind conditions
MF Borges, AMP Santos, N Crato, H Mendes, B Mota
Scientia Marina 67 (S1), 235-244, 2003
1692003
Long-range dependence in the conditional variance of stock returns
N Crato, PJF de Lima
Economics letters 45 (3), 281-285, 1994
1651994
Model selection and forecasting for long‐range dependent processes
N Crato, BK Ray
Journal of Forecasting 15 (2), 107-125, 1996
1381996
O 'Eduquês' em Discurso Directo: Uma Crítica da Pedagogia Romântica e Construtivista
N Crato
1222006
Some international evidence regarding the stochastic memory of stock returns
N Crato
Applied Financial Economics 4 (1), 33-39, 1994
1221994
Memory in returns and volatilities of futures' contracts
N Crato, BK Ray
Journal of Futures Markets 20 (6), 525-543, 2000
1182000
Contemporary theories of 1/f noise in motor control
A Diniz, ML Wijnants, K Torre, J Barreiros, N Crato, AMT Bosman, ...
Human movement science 30 (5), 889-905, 2011
1142011
O 'Eduquês' em Discurso Directo: Uma Crítica da Pedagogia Romântica e Construtivista
N Crato
Gradiva, 2006
1142006
Fractional integration analysis of long-run behavior for US macroeconomic time series
N Crato, P Rothman
Economics Letters 45 (3), 287-291, 1994
691994
Modeling long-memory stochastic volatility
FJ Breidt, N Crato, PJF de Lima
Johns Hopkins University, 1993
421993
Comparison of times series with unequal length in the frequency domain
J Caiado, N Crato, D Peña
Communications in Statistics—Simulation and Computation® 38 (3), 527-540, 2009
402009
Measuring hysteresis in unemployment rates with long memory models
N Crato, P Rothman
Greenville, Carolina del Sur: Department of Economics, East Carolina University, 1996
291996
Semi-parametric smoothing estimators for long-memory processes with added noise
N Crato, BK Ray
Journal of Statistical Planning and Inference 105 (2), 283-297, 2002
272002
Passeio aleatório pela ciência do dia a dia
N Crato
Editora Livraria da Fisica, 2009
232009
A GARCH-based method for clustering of financial time series: International stock markets evidence
J Caiado, N Crato
Recent Advances in Stochastic Modeling and Data Analysis, 542-551, 2007
212007
A note on moving average forecasts of long memory processes with an application to quality control
R Ramjee, N Crato, BK Ray
International Journal of Forecasting 18 (2), 291-297, 2002
212002
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