[alpha]-Stable Laws for Noncoding Regions in DNA Sequences 6.52
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 11.16
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 11.55
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 12.96
António Costa, Nuno Crato
Applied Economics, vol. 33, 2001, p. 683-688.

Memory in Returns and Volatilities of Futures' Contracts 12.51
Nuno Crato, Bonnie Ray
Journal of Futures Markets, vol. 20, 2000, p. 525-543.

The Detection and Estimation of Long Memory in Stochastic Volatility 18.67
Jay Breidt, Nuno Crato, Pedro Lima
Journal of Econometrics, vol. 83, 1998, p. 325-348.

Stationary Persistent Time Series Misspecified as Nonstationary Arima 3.37
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 9.58
Wu Ping, Nuno Crato
Empirical Economics, vol. 20, 1995, p. 599-613.

A Reappraisal of Parity Reversion for UK Real Exchange Rates 6.07
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 16.4
Nuno Crato, Philip Rothman
Economics Letters, vol. 45, 1994, p. 287-291.

Long Range Dependence in the Conditional Variance of Stock Returns 16.4
Nuno Crato, Pedro Lima
Economics Letters, vol. 45, 1994, p. 281-285.

Some International Evidence Regarding the Stochastic Memory of Stock Returns 13.26
Nuno Crato
Applied Financial Economics, vol. 4, 1994, p. 33-39.