Nuno Crato

42 papers and 1.5k indexed citations i.

Nuno Crato has authored 42 papers that have received a total of 1.5k indexed citations. This includes 29 papers in Economics and Econometrics, 18 papers in Finance and 8 papers in Signal Processing. The topics of these papers are Complex Systems and Time Series Analysis (22 papers), Financial Risk and Volatility Modeling (18 papers) and Market Dynamics and Volatility (13 papers). Nuno Crato is often cited by papers focused on Complex Systems and Time Series Analysis (22 papers), Financial Risk and Volatility Modeling (18 papers) and Market Dynamics and Volatility (13 papers) and collaborates with scholars based in Portugal, United States and Spain. Nuno Crato's co-authors include Jorge Caiado, Bonnie K. Ray, Ana Diniz, Pedro J. F. de Lima and João Barreiros and has published in prestigious journals such as Journal of Econometrics, Economics Letters and International Journal of Forecasting