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Nuno Crato

Personal Details

First Name:Nuno
Middle Name:
Last Name:Crato
Suffix:
RePEc Short-ID:pcr42
http://nunocrato.org
ISEG, Rua do Quelhas 6 1200-781 Lisboa Portugal
Twitter: @CratoNuno

Affiliation

(50%) Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE)
Research in Economics and Mathematics (REM)
Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa

Lisboa, Portugal
http://cemapre.iseg.ulisboa.pt/
RePEc:edi:cmutlpt (more details at EDIRC)

(50%) Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa

Lisboa, Portugal
http://www.iseg.ulisboa.pt/
RePEc:edi:isutlpt (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Lopes, João & Martins, Pedro S. & Oliveira, Célia & Ferreira, João & Oliveira, João Tiago & Crato, Nuno, 2024. "From A to Z: Effects of a 2nd-grade reading intervention program for struggling readers," GLO Discussion Paper Series 1394, Global Labor Organization (GLO).
  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 & Peña, Daniel, 2009. "Comparison of time series with unequal length in the frequency domain," MPRA Paper 15310, University Library of Munich, Germany.
  4. Caiado, Jorge & Crato, Nuno, 2008. "Identifying the evolution of stock markets stochastic structure after the euro," MPRA Paper 6609, University Library of Munich, Germany.
  5. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007. "Comparison of time series with unequal length," MPRA Paper 6605, 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, 2007. "Identifying common spectral and asymmetric features in stock returns," MPRA Paper 6607, University Library of Munich, Germany.
  8. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007. "Is there an identity within international stock market volatilities?," MPRA Paper 2069, University Library of Munich, Germany.
  9. 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.
  10. Caiado, Jorge & Crato, Nuno, 2005. "Discrimination between deterministic trend and stochastic trend processes," MPRA Paper 2076, University Library of Munich, Germany.
  11. Nuno Crato & Philip Rothman, "undated". "Measuring Hysteresis in Unemployment Rates with Long Memory Models," Working Papers 9619, East Carolina University, Department of Economics.

Articles

  1. Albino, Andreia & Caiado, Jorge & Crato, Nuno, 2024. "Time series clustering using fragmented autocorrelations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 650(C).
  2. Jorge Caiado & Nuno Crato & Pilar Poncela, 2020. "A fragmented-periodogram approach for clustering big data time series," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 14(1), pages 117-146, March.
  3. Diniz, Ana & Barreiros, João & Crato, Nuno, 2012. "A new model for explaining long-range correlations in human time interval production," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1908-1919.
  4. N. Crato & R. R. Linhares & S. R.C. Lopes, 2011. "α-stable laws for noncoding regions in DNA sequences," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(2), pages 261-271, September.
  5. Jorge Caiado & Nuno Crato, 2010. "Identifying common dynamic features in stock returns," Quantitative Finance, Taylor & Francis Journals, vol. 10(7), pages 797-807.
  6. 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.
  7. 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.
  8. 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.
  9. Baillie, R. & Crato, N. & Ray, B. K., 2002. "Introduction," International Journal of Forecasting, Elsevier, vol. 18(2), pages 163-165.
  10. Antonio Costa & Nuno Crato, 2001. "Long-run versus short-run behaviour of the real exchange rates," Applied Economics, Taylor & Francis Journals, vol. 33(5), pages 683-688.
  11. Nuno Crato & Bonnie K. Ray, 2000. "Memory in returns and volatilities of futures' contracts," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 20(6), pages 525-543, July.
  12. 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.
  13. 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.
  14. Nuno Crato & Philip Rothman, 1994. "A reappraisal of parity reversion for UK real exchange rates," Applied Economics Letters, Taylor & Francis Journals, vol. 1(9), pages 139-141.
  15. 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.
  16. 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.
  17. Nuno Crato, 1993. "Forecasting business and economic time series with overdifferenced models," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 0(2), pages 77-82.

More information

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Statistics

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Co-authorship network on CollEc

Featured entries

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

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  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-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
  3. NEP-RMG: Risk Management (3) 2007-03-17 2007-03-17 2008-01-12
  4. NEP-EEC: European Economics (2) 2007-03-17 2008-01-12
  5. NEP-EDU: Education (1) 2024-03-11
  6. NEP-FMK: Financial Markets (1) 2009-05-16
  7. NEP-FOR: Forecasting (1) 2009-05-30
  8. NEP-IFN: International Finance (1) 2007-03-17
  9. NEP-ORE: Operations Research (1) 2008-01-12
  10. NEP-URE: Urban and Real Estate Economics (1) 2024-03-11

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