Nuno Crato
Nuno Crato
Professor of Mathematics and Statistics, ISEG, University of Lisbon
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Cited by
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The detection and estimation of long memory in stochastic volatility
FJ Breidt, N Crato, P De Lima
Journal of econometrics 83 (1-2), 325-348, 1998
Heavy-tailed phenomena in satisfiability and constraint satisfaction problems
CP Gomes, B Selman, N Crato, H Kautz
Journal of automated reasoning 24 (1), 67-100, 2000
A periodogram-based metric for time series classification
J Caiado, N Crato, D Peña
Computational Statistics & Data Analysis 50 (10), 2668-2684, 2006
Heavy-tailed distributions in combinatorial search
CP Gomes, B Selman, N Crato
International Conference on Principles and Practice of Constraint …, 1997
Sardine regime shifts off Portugal: a time series analysis of catches and wind conditions
MF Borges, AMP Santos, N Crato, H Mendes, B Mota
Scientia Marina 67 (S1), 235-244, 2003
Long-range dependence in the conditional variance of stock returns
N Crato, PJF de Lima
Economics letters 45 (3), 281-285, 1994
Contemporary theories of 1/f noise in motor control
A Diniz, ML Wijnants, K Torre, J Barreiros, N Crato, AMT Bosman, ...
Human movement science 30 (5), 889-905, 2011
O 'Eduquês' em Discurso Directo: Uma Crítica da Pedagogia Romântica e Construtivista
N Crato
O 'Eduquês' em Discurso Directo: Uma Crítica da Pedagogia Romântica e Construtivista
N Crato
Gradiva, 2006
Model selection and forecasting for long‐range dependent processes
N Crato, BK Ray
Journal of Forecasting 15 (2), 107-125, 1996
Memory in returns and volatilities of futures' contracts
N Crato, BK Ray
Journal of Futures Markets 20 (6), 525-543, 2000
Some international evidence regarding the stochastic memory of stock returns
N Crato
Applied Financial Economics 4 (1), 33-39, 1994
Comunicação social: a imprensa: iniciação ao jornalismo
N Crato
Comparison of times series with unequal length in the frequency domain
J Caiado, N Crato, D Peña
Communications in Statistics—Simulation and Computation® 38 (3), 527-540, 2009
Fractional integration analysis of long-run behavior for US macroeconomic time series
N Crato, P Rothman
Economics letters 45 (3), 287-291, 1994
Modeling long-memory stochastic volatility
FJ Breidt, N Crato, PJF de Lima
Journal of Econometrics 73, 325-334, 1993
Identifying common dynamic features in stock returns
J Caiado, N Crato
Quantitative Finance 10 (7), 797-807, 2010
Data-driven policy impact evaluation: How access to microdata is transforming policy design
N Crato, P Paruolo
Springer Nature, 2019
A GARCH-based method for clustering of financial time series: International stock markets evidence
J Caiado, N Crato
Recent advances in stochastic modeling and data analysis, 542-551, 2007
Curriculum and educational reforms in Portugal: An analysis on why and how students’ knowledge and skills improved
N Crato
Audacious education purposes: How governments transform the goals of …, 2020
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