Concepedia

Nuno Crato

NC

17

Publications

2.1K

Citations

16

H-Index

1994

Active since

Affiliations

University of Lisbon(Current)

Instituto Superior de Gestão

New Jersey Institute of Technology

Stevens Institute of Technology

Universidad Carlos III de Madrid

Nuno Crato is an author at University of Lisbon specializing in statistics, business, and engineering.

Top concepts

StatisticsBusinessEngineeringFinanceData ScienceEconometricsForecastingAsset PricingFunctional Data AnalysisEconomics

Publications per year

1994–2019

17

Publications

17

The detection and estimation of long memory in stochastic volatility

F. Jay Breidt, Nuno Crato, Pedro de Lima · Journal of Econometrics · 1998 · 629 citations · Full text

Heavy-Tailed Phenomena in Satisfiability and Constraint Satisfaction Problems

Carla P. Gomes, Bart Selman, Nuno Crato et al. · Journal of Automated Reasoning · 2000 · 367 citations

A periodogram-based metric for time series classification

Jorge Caiado, Nuno Crato, Daniel Peña · Computational Statistics & Data Analysis · 2005 · 254 citations

Engineering, Data Science, Data Mining +8

Sardine regime shifts off Portugal: a time series analysis of catches and wind conditions

M. F. Borges, A. Miguel P. Santos, Nuno Crato et al. · Scientia Marina · 2003 · 161 citations · Full text

Climatology, Marine Meteorology, Earth Science +13

Long-range dependence in the conditional variance of stock returns

Nuno Crato, Pedro J. F. de Lima · Economics Letters · 1994 · 146 citations

Volatility Modeling, Financial Economics, Asset Pricing +4

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