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Details about Jorge Caiado

Homepage:https://jcaiado100.wixsite.com/jorgecaiado
Postal address:CEMAPRE, ISEG Rua do Quelhas, 6 1200 Lisboa Portugal
Workplace:Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE) (Centre for Mathematics Applied to Forecasting and Economic Decision), Research in Economics and Mathematics (REM), Instituto Superior de Economia e Gestão (ISEG) (School of Economics and Management), Universidade de Lisboa (University of Lisbon), (more information at EDIRC)

Access statistics for papers by Jorge Caiado.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: pca349


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Working Papers

2021

  1. On the classification of financial data with domain agnostic features
    Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa Downloads View citations (1)
  2. The relationship between Financial Inclusion and Monetary Stability in Mozambique: Analysis based on an Error Correction Model (VECM)
    Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa Downloads

2015

  1. The macro impact of the Portuguese Constitutional Court decisions regarding the budgetary proposals of the Portuguese Budget Law (2012, 2013, 2014)
    Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa Downloads

2013

  1. Human capital, social capital and organizational performance: A structural modeling approach
    CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon Downloads View citations (2)

2012

  1. Determinants of innovation in a small open economy: A multidimensional perspective
    CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon Downloads View citations (5)
    See also Journal Article Determinants of innovation in a small open economy: a multidimensional perspective, Journal of Business Economics and Management, Taylor & Francis Journals (2013) Downloads View citations (8) (2013)

2010

  1. Recurrence quantification analysis of global stock markets
    CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon Downloads View citations (5)
    See also Journal Article Recurrence quantification analysis of global stock markets, Physica A: Statistical Mechanics and its Applications, Elsevier (2011) Downloads View citations (23) (2011)
  2. The structure of international stock market returns
    CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon Downloads View citations (5)

2009

  1. Clustering financial time series with variance ratio statistics
    CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon Downloads View citations (5)
    See also Journal Article Clustering financial time series with variance ratio statistics, Quantitative Finance, Taylor & Francis Journals (2014) Downloads View citations (10) (2014)
  2. Comparison of time series with unequal length in the frequency domain
    MPRA Paper, University Library of Munich, Germany Downloads View citations (18)
  3. Identifying common dynamic features in stock returns
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon (2009) Downloads

    See also Journal Article Identifying common dynamic features in stock returns, Quantitative Finance, Taylor & Francis Journals (2010) Downloads View citations (9) (2010)
  4. Interrelationships between human capital and social capital in small and medium sized firms: The effect of age and sector of activity
    CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon Downloads
  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 Downloads View citations (6)
  6. Sporting, financial and stock market performance in English football: an empirical analysis of structural relationships
    CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon Downloads View citations (9)

2008

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

2007

  1. A GARCH-based method for clustering of financial time series: International stock markets evidence
    MPRA Paper, University Library of Munich, Germany Downloads View citations (10)
  2. Comparison of time series with unequal length
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
  3. Forecasting water consumption in Spain using univariate time series models
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Identifying common spectral and asymmetric features in stock returns
    MPRA Paper, University Library of Munich, Germany Downloads
  5. Is there an identity within international stock market volatilities?
    MPRA Paper, University Library of Munich, Germany Downloads

2006

  1. An interpolated periodogram-based metric for comparison of time series with unequal lengths
    MPRA Paper, University Library of Munich, Germany Downloads
  2. 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 Downloads

2005

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

2004

  1. Modelling and forecasting the volatility of the portuguese stock index PSI-20
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
    See also Journal Article MODELLING AND FORECASTING THE VOLATILITY OF THE PORTUGUESE STOCK INDEX PSI-20, Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa (2004) Downloads View citations (5) (2004)

2002

  1. 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 Downloads

Journal Articles

2023

  1. Stock market forecasting accuracy of asymmetric GARCH models during the COVID-19 pandemic
    The North American Journal of Economics and Finance, 2023, 68, (C) Downloads

2022

  1. COVID-19 and Stock Market Volatility: A Clustering Approach for S&P 500 Industry Indices
    Finance Research Letters, 2022, 49, (C) Downloads View citations (3)

2021

  1. The contribution of digital financial services to financial inclusion in Mozambique: an ARDL model approach
    Applied Economics, 2021, 53, (3), 400-409 Downloads View citations (1)

2020

  1. A fragmented-periodogram approach for clustering big data time series
    Advances in Data Analysis and Classification, 2020, 14, (1), 117-146 Downloads View citations (3)
  2. Population aging and inflation: evidence from panel cointegration
    Journal of Applied Economics, 2020, 23, (1), 469-484 Downloads View citations (3)

2016

  1. The impact of private labels on consumer store loyalty: An integrative perspective
    Journal of Retailing and Consumer Services, 2016, 28, (C), 179-188 Downloads View citations (18)

2014

  1. Clustering financial time series with variance ratio statistics
    Quantitative Finance, 2014, 14, (12), 2121-2133 Downloads View citations (10)
    See also Working Paper Clustering financial time series with variance ratio statistics, CEMAPRE Working Papers (2009) Downloads View citations (5) (2009)

2013

  1. Determinants of innovation in a small open economy: a multidimensional perspective
    Journal of Business Economics and Management, 2013, 14, (3), 583-600 Downloads View citations (8)
    See also Working Paper Determinants of innovation in a small open economy: A multidimensional perspective, CEMAPRE Working Papers (2012) Downloads View citations (5) (2012)

2011

  1. Human capital and social capital in entrepreneurs and managers of small and medium enterprises
    Journal of Business Economics and Management, 2011, 13, (3), 395-420 Downloads View citations (2)
  2. Recurrence quantification analysis of global stock markets
    Physica A: Statistical Mechanics and its Applications, 2011, 390, (7), 1315-1325 Downloads View citations (23)
    See also Working Paper Recurrence quantification analysis of global stock markets, CEMAPRE Working Papers (2010) Downloads View citations (5) (2010)

2010

  1. Identifying common dynamic features in stock returns
    Quantitative Finance, 2010, 10, (7), 797-807 Downloads View citations (9)
    See also Working Paper Identifying common dynamic features in stock returns, MPRA Paper (2009) Downloads (2009)

2006

  1. A periodogram-based metric for time series classification
    Computational Statistics & Data Analysis, 2006, 50, (10), 2668-2684 Downloads View citations (59)

2004

  1. MODELLING AND FORECASTING THE VOLATILITY OF THE PORTUGUESE STOCK INDEX PSI-20
    Portuguese Journal of Management Studies, 2004, IX, (1), 3-21 Downloads View citations (5)
    See also Working Paper Modelling and forecasting the volatility of the portuguese stock index PSI-20, MPRA Paper (2004) Downloads View citations (5) (2004)

Chapters

2015

  1. Do Private Labels Lead to Store Loyalty? An Integrated Framework of Analysis Using a Structural Equation Modeling Approach
    Springer
 
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