Information about:
Jorge Caiado

Other registered authors

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

Affiliation

• Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE) (Centre for Mathematics Applied to Forecasting and Economic Decision)
  Instituto Superior de Economia e Gestão (ISEG) (School of Economics and Management)
  Universidade Técnica de Lisboa

  Location: Lisboa, Portugal
  Homepage: http://cemapre.iseg.utl.pt/
  Email:
  Phone: 21-3925876
  Fax: 21-3922882
  Postal: na Rua do Quelha 6, 1200-781 Lisboa
  Handle: RePEc:edi:cmutlpt (registered authors at this institution)

Lists

1. Portuguese Economists

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:
   • Caiado, Jorge & Crato, Nuno, 2009. "Identifying common dynamic features in stock returns," MPRA Paper 15240, University Library of Munich, Germany. [Downloadable!]

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:
    • 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.

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!]

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

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

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