[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 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.