Details about Jorge Caiado

Access statistics for papers by Jorge Caiado.

Last updated 2009-10-23. Update your information in the RePEc Author Service.

Short-id: pca349

Working Papers

2009

1. Clustering global equity markets with variance ratio tests
   CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon
2. Comparison of time series with unequal length in the frequency domain
   MPRA Paper, University Library of Munich, Germany View citations
3. Identifying common dynamic features in stock returns
   MPRA Paper, University Library of Munich, Germany
   Also in CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon (2009)
4. Performance of combined double seasonal univariate time series models for forecasting water consumption
   MPRA Paper, University Library of Munich, Germany
5. Performance of combined double seasonal univariate time series models for forecasting water demand
   CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon

2008

6. Identifying the evolution of stock markets stochastic structure after the euro
   MPRA Paper, University Library of Munich, Germany

2007

7. A GARCH-based method for clustering of financial time series: International stock markets evidence
   MPRA Paper, University Library of Munich, Germany
8. Comparison of time series with unequal length
   MPRA Paper, University Library of Munich, Germany View citations
9. Identifying common spectral and asymmetric features in stock returns
   MPRA Paper, University Library of Munich, Germany
10. Is there an identity within international stock market volatilities?
    MPRA Paper, University Library of Munich, Germany

2006

11. An interpolated periodogram-based metric for comparison of time series with unequal lengths
    MPRA Paper, University Library of Munich, Germany
12. Previsão da eficácia ofensiva do futebol profissional: Um caso Português
    (Previsão da eficácia ofensiva do futebol profissional: Um caso Português)
    MPRA Paper, University Library of Munich, Germany

2005

13. Discrimination between deterministic trend and stochastic trend processes
    MPRA Paper, University Library of Munich, Germany

2004

14. Modelling and forecasting the volatility of the portuguese stock index PSI-20
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Portuguese Journal of Management Studies (2004)

2002

15. Determinantes do desempenho académico nos cursos de contabilidade
    (Determinants of the academic performance in undergraduate courses of accounting)
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2006

1. A periodogram-based metric for time series classification
   Computational Statistics & Data Analysis, 2006, 50, (10), 2668-2684 View citations

2004

2. MODELLING AND FORECASTING THE VOLATILITY OF THE PORTUGUESE STOCK INDEX PSI-20
   Portuguese Journal of Management Studies, 2004, IX, (1), 3-21
   See also Working Paper (2004)