A Note on Moving Average Forecasts of Long Memory Processes with an Application to Quality Control 6.67
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 5.0
António Costa, Nuno Crato
Applied Economics, vol. 33, 2001, p. 683-688.

The Detection and Estimation of Long Memory in Stochastic Volatility 16.67
Jay Breidt, Nuno Crato, Pedro Lima
Journal of Econometrics, vol. 83, 1998, p. 325-348.

New Tests for Stationarity and Parity Reversion: Evidence on New Zealand Real Exchange Rates 5.0
Wu Ping, Nuno Crato
Empirical Economics, vol. 20, 1995, p. 599-613.

Fractional Integration Analysis of Long-Run Behavior for US Macroeconomic Time Series 10.0
Nuno Crato, Philip Rothman
Economics Letters, vol. 45, 1994, p. 287-291.

Long Range Dependence in the Conditional Variance of Stock Returns 10.0
Nuno Crato, Pedro Lima
Economics Letters, vol. 45, 1994, p. 281-285.