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A mild skepticism on nonlinear forecasting : some comments on the paper by Harvill and Ray
Crato, Nuno
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 729-730
Persistent link: https://www.econbiz.de/10003150698
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2
Memory in returns and volatilities of futures' contracts
Crato, Nuno
;
Ray, Bonnie K.
- In:
The journal of futures markets
20
(
2000
)
6
,
pp. 525-543
Persistent link: https://www.econbiz.de/10001509972
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3
Model selection and forecasting for long-range dependent processes
Crato, Nuno
- In:
Journal of forecasting
15
(
1996
)
2
,
pp. 107-125
Persistent link: https://www.econbiz.de/10001195085
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4
Some international evidence regarding the stochastic memory of stock returns
Crato, Nuno
- In:
Applied financial economics
4
(
1994
)
1
,
pp. 33-39
Persistent link: https://www.econbiz.de/10001156149
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5
Persistence in Portuguese economic activity
Crato, Nuno
- In:
Estudos de economia
12
(
1992
)
4
,
pp. 341-352
Persistent link: https://www.econbiz.de/10001161250
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6
On sliding simulation in forecasting
Crato, Nuno
- In:
Economia : revista quadrimestral
19
(
1995
)
1
,
pp. 95-106
Persistent link: https://www.econbiz.de/10001210096
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7
Modelização econométrica em espaço de estados : estimação e previsão com filtro de Kalman
Crato, Nuno
- In:
Estudos de economia
10
(
1990
)
3
,
pp. 315-348
Persistent link: https://www.econbiz.de/10001106138
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8
Spectral analysis of nonstationary economic variables : a new result and an application
Crato, Nuno
- In:
Economia : revista quadrimestral
16
(
1992
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10001145611
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9
Long-range dependence in daily stock volatilities
Ray, Bonnie K.
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 254-262
Persistent link: https://www.econbiz.de/10001469693
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10
Forecasting exchange rates using TSMARS
Gooijer, Jan G. de
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 513-534
Persistent link: https://www.econbiz.de/10001246594
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