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Information about:
Jorge Caiado

Personal Details | Affiliation | Lists | Works
This is information that was supplied by Jorge Caiado in registering through RePEc. If you are Jorge Caiado , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors


Personal Details

First Name: Jorge
Middle Name:
Last Name: Caiado
Suffix:

RePEc Short-ID: pca349

Email:
Homepage:
http://pascal.iseg.utl.pt/~jcaiado
Postal Address: CEMAPRE, ISEG Rua do Quelhas, 6 1200 Lisboa Portugal
Phone:

Affiliation

(in no particular order)

Lists

This author is featured on the following reading lists or publication compilations:
  1. Portuguese Economists

Works

|
Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2009. "Comparison of time series with unequal length in the frequency domain," MPRA Paper 15310, University Library of Munich, Germany. [Downloadable!]

  2. Jorge Caiado, 2009. "Performance of combined double seasonal univariate time series models for forecasting water demand," CEMAPRE Working Papers 0903, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon. [Downloadable!]

  3. Jorge Caiado & Nuno Crato, 2009. "Identifying common dynamic features in stock returns," CEMAPRE Working Papers 0902, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon. [Downloadable!]
    Other versions:

  4. Joao A. Bastos & Jorge Caiado, 2009. "Clustering global equity markets with variance ratio tests," CEMAPRE Working Papers 0904, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon. [Downloadable!]

  5. Caiado, Jorge, 2009. "Performance of combined double seasonal univariate time series models for forecasting water consumption," MPRA Paper 6610, University Library of Munich, Germany. [Downloadable!]

  6. Caiado, Jorge & Crato, Nuno, 2008. "Identifying the evolution of stock markets stochastic structure after the euro," MPRA Paper 6609, University Library of Munich, Germany. [Downloadable!]

  7. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007. "Comparison of time series with unequal length," MPRA Paper 6605, University Library of Munich, Germany. [Downloadable!]

  8. Caiado, Jorge & Crato, Nuno, 2007. "Identifying common spectral and asymmetric features in stock returns," MPRA Paper 6607, University Library of Munich, Germany. [Downloadable!]

  9. Caiado, Jorge & Crato, Nuno, 2007. "A GARCH-based method for clustering of financial time series: International stock markets evidence," MPRA Paper 2074, University Library of Munich, Germany. [Downloadable!]

  10. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007. "Is there an identity within international stock market volatilities?," MPRA Paper 2069, University Library of Munich, Germany. [Downloadable!]

  11. Caiado, Jorge & Vieira, Aníbal & Bonito, Ana & Reis, Carlos & Fernandes, Francisco, 2006. "Previsão da eficácia ofensiva do futebol profissional: Um caso Português," MPRA Paper 2185, University Library of Munich, Germany. [Downloadable!]

  12. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2006. "An interpolated periodogram-based metric for comparison of time series with unequal lengths," MPRA Paper 2075, University Library of Munich, Germany. [Downloadable!]

  13. Caiado, Jorge & Crato, Nuno, 2005. "Discrimination between deterministic trend and stochastic trend processes," MPRA Paper 2076, University Library of Munich, Germany. [Downloadable!]

  14. Caiado, Jorge, 2004. "Modelling and forecasting the volatility of the portuguese stock index PSI-20," MPRA Paper 2077, University Library of Munich, Germany. [Downloadable!]
    Published as:

  15. Caiado, Jorge & Madeira, Paulo, 2002. "Determinantes do desempenho académico nos cursos de contabilidade
    [Determinants of the academic performance in undergraduate courses of accounting]
    ," MPRA Paper 2199, University Library of Munich, Germany. [Downloadable!]


Articles

  1. Caiado, Jorge & Crato, Nuno & Pena, Daniel, 2006. "A periodogram-based metric for time series classification," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2668-2684, June. [Downloadable!] (restricted)

  2. Jorge Caiado, 2004. "Modelling And Forecasting The Volatility Of The Portuguese Stock Index Psi-20," Portuguese Journal of Management Studies, ISEG, Technical University of Lisbon, vol. 0(1), pages 3-21.
    Other versions:


NEP Fields

13 papers by this author were announced in
NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (9) 2007-03-17 2007-03-17 2008-01-12 2008-01-12 2008-01-12 2009-05-16 2009-05-16 2009-05-30 2009-06-17 Author is listed
  2. NEP-EEC: European Economics (2) 2007-03-17 2008-01-12
  3. NEP-ETS: Econometric Time Series (7) 2007-03-17 2007-03-17 2008-01-12 2008-01-12 2009-05-16 2009-05-16 2009-05-30 Author is listed
  4. NEP-FMK: Financial Markets (2) 2009-05-16 2009-10-03
  5. NEP-FOR: Forecasting (4) 2007-03-17 2008-01-12 2009-05-16 2009-05-30 Author is listed
  6. NEP-IFN: International Finance (1) 2007-03-17
  7. NEP-ORE: Operations Research (1) 2008-01-12
  8. NEP-RMG: Risk Management (3) 2007-03-17 2007-03-17 2008-01-12
  9. NEP-SPO: Sports & Economics (1) 2007-03-17

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This page was last updated on 2009-11-11.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.