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Crato, Nuno
63
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8
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8
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7
Rothman, Philip
5
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3
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9
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1
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
Saved in:
2
Persistence in Portuguese economic activity
Crato, Nuno
- In:
Estudos de economia
12
(
1992
)
4
,
pp. 341-352
Persistent link: https://www.econbiz.de/10001161250
Saved in:
3
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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4
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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5
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
Saved in:
6
The detection and estimation of long memory in stochastic volatility
Breidt, F. Jay
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
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7
Fractional integration analysis of long-run behavior for US macroeconomic time series
Crato, Nuno
- In:
Economics letters
45
(
1994
)
3
,
pp. 287-291
Persistent link: https://www.econbiz.de/10001165789
Saved in:
8
Long-range dependence in the conditional variance of stock returns
Crato, Nuno
- In:
Economics letters
45
(
1994
)
3
,
pp. 281-285
Persistent link: https://www.econbiz.de/10001165790
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9
New tests for stationarity and parity reversion : evidence on New Zealand real exchange rates
Wu, Ping X.
- In:
Empirical economics : a journal of the Institute for …
20
(
1995
)
4
,
pp. 599-613
Persistent link: https://www.econbiz.de/10001194983
Saved in:
10
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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