Autor

Nome:
Nuno Crato
Habilitações:
Doutoramento: U Delaware, Applied Mathematics, 1992
Mestrado: Instituto Superior de Economia, Métodos Matemáticos para Gestão de Empresas, 1987
Licenciatura: UTL, Economics, 1981
e-mail:
ncrato@iseg.utl.pt
URL:
http://pascal.iseg.utl.pt/~ncrato/
Instituição REBIDES:
Universidade de Lisboa - Instituto Superior de Economia e Gestão (2015)
Ideas:
http://ideas.repec.org/e/pcr42.html
Researcher id:
http://www.researcherid.com/rid/B-5901-2009
Artigos 14:

Can We Evaluate the Predictability of Financial Markets? Editorial
Nuno Crato, Esther Ruiz
International Journal Of Forecasting, vol. 28, 2012, p. 1-2.

[alpha]-Stable Laws for Noncoding Regions in DNA Sequences
Nuno Crato, R. R. Linhares, S.R.C. Lopes
Journal Of Applied Statistics, vol. 38, 2011, p. 261-271.

Identifying Common Dynamic Features in Stock Returns
Jorge Caiado, Nuno Crato
Quantitative Finance, vol. 10, 2010, p. 797-807.

A Mild Skepticism on Nonlinear Forecasting: Some Comments on the Paper by Harvill and Ray
Nuno Crato
International Journal Of Forecasting, vol. 21, 2005, p. 729-730.

A Note on Moving Average Forecasts of Long Memory Processes with an Application to Quality Control
Radhika Ramjee, Nuno Crato, Bonnie Ray
International Journal Of Forecasting, vol. 18, 2002, p. 291-297.

Long-Run versus Short-Run Behaviour of the Real Exchange Rates
António Costa, Nuno Crato
Applied Economics, vol. 33, 2001, p. 683-688.

Memory in Returns and Volatilities of Futures' Contracts
Nuno Crato, Bonnie Ray
Journal of Futures Markets, vol. 20, 2000, p. 525-543.

The Detection and Estimation of Long Memory in Stochastic Volatility
Jay Breidt, Nuno Crato, Pedro Lima
Journal of Econometrics, vol. 83, 1998, p. 325-348.

Stationary Persistent Time Series Misspecified as Nonstationary Arima
Nuno Crato, Howard Taylor
Statistical Papers, vol. 37, 1996, p. 215-223.

New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates
Wu Ping, Nuno Crato
Empirical Economics, vol. 20, 1995, p. 599-613.

A Reappraisal of Parity Reversion for UK Real Exchange Rates
Nuno Crato, Philip Rothman
Applied Economics Letters, vol. 1, 1994, p. 139-141.

Fractional Integration Analysis of Long-Run Behavior for US Macroeconomic Time Series
Nuno Crato, Philip Rothman
Economics Letters, vol. 45, 1994, p. 287-291.

Long Range Dependence in the Conditional Variance of Stock Returns
Nuno Crato, Pedro Lima
Economics Letters, vol. 45, 1994, p. 281-285.

Some International Evidence Regarding the Stochastic Memory of Stock Returns
Nuno Crato
Applied Financial Economics, vol. 4, 1994, p. 33-39.

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