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Jorge Caiado

Personal Details

First Name:Jorge
Middle Name:
Last Name:Caiado
Suffix:
RePEc Short-ID:pca349
https://jcaiado100.wixsite.com/jorgecaiado
CEMAPRE, ISEG Rua do Quelhas, 6 1200 Lisboa Portugal

Affiliation

Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE)
Research in Economics and Mathematics (REM)
Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa

Lisboa, Portugal
http://cemapre.iseg.ulisboa.pt/
RePEc:edi:cmutlpt (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. João A. Bastos & Jorge Caiado, 2021. "On the classification of financial data with domain agnostic features," Working Papers REM 2021/0185, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  2. António Afonso, & Jorge Caiado, & Miguel St. Aubyn, 2015. "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 2015/06, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  3. J. Augusto Felicio & Eduardo Couto & Jorge Caiado, 2013. "Human capital, social capital and organizational performance: A structural modeling approach," CEMAPRE Working Papers 1302, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  4. Luisa Carvalho & Teresa Costa & Jorge Caiado, 2012. "Determinants of innovation in a small open economy: A multidimensional perspective," CEMAPRE Working Papers 1201, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  5. Joao A. Bastos & Jorge Caiado, 2010. "Recurrence quantification analysis of global stock markets," CEMAPRE Working Papers 1006, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  6. Joao A. Bastos & Jorge Caiado, 2010. "The structure of international stock market returns," CEMAPRE Working Papers 1002, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  7. J. Augusto Felicio & Eduardo Couto & Jorge Caiado, 2009. "Interrelationships between human capital and social capital in small and medium sized firms: The effect of age and sector of activity," CEMAPRE Working Papers 0905, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  8. 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.
  9. Antonio Samagaio & Eduardo Couto & Jorge Caiado, 2009. "Sporting, financial and stock market performance in English football: an empirical analysis of structural relationships," CEMAPRE Working Papers 0906, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  10. 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.
  11. Joao A. Bastos & Jorge Caiado, 2009. "Clustering financial time series with variance ratio statistics," CEMAPRE Working Papers 0904, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  12. 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.
  13. Caiado, Jorge & Crato, Nuno, 2008. "Identifying the evolution of stock markets stochastic structure after the euro," MPRA Paper 6609, University Library of Munich, Germany.
  14. Caiado, Jorge & Crato, Nuno, 2007. "Identifying common spectral and asymmetric features in stock returns," MPRA Paper 6607, University Library of Munich, Germany.
  15. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007. "Comparison of time series with unequal length," MPRA Paper 6605, University Library of Munich, Germany.
  16. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007. "Is there an identity within international stock market volatilities?," MPRA Paper 2069, University Library of Munich, Germany.
  17. Caiado, Jorge, 2007. "Forecasting water consumption in Spain using univariate time series models," MPRA Paper 6610, University Library of Munich, Germany.
  18. 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.
  19. 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.
  20. 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.
  21. Caiado, Jorge & Crato, Nuno, 2005. "Discrimination between deterministic trend and stochastic trend processes," MPRA Paper 2076, University Library of Munich, Germany.
  22. Caiado, Jorge, 2004. "Modelling and forecasting the volatility of the portuguese stock index PSI-20," MPRA Paper 2077, University Library of Munich, Germany.
  23. 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.

Articles

  1. Carla Fernandes & Maria Rosa Borges & Jorge Caiado, 2021. "The contribution of digital financial services to financial inclusion in Mozambique: an ARDL model approach," Applied Economics, Taylor & Francis Journals, vol. 53(3), pages 400-409, January.
  2. Jorge Caiado & Nuno Crato & Pilar Poncela, 2020. "A fragmented-periodogram approach for clustering big data time series," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 14(1), pages 117-146, March.
  3. Paula C. A. M. de Albuquerque & Jorge Caiado & Andreia Pereira, 2020. "Population aging and inflation: evidence from panel cointegration," Journal of Applied Economics, Taylor & Francis Journals, vol. 23(1), pages 469-484, January.
  4. Coelho do Vale, Rita & Verga Matos, Pedro & Caiado, Jorge, 2016. "The impact of private labels on consumer store loyalty: An integrative perspective," Journal of Retailing and Consumer Services, Elsevier, vol. 28(C), pages 179-188.
  5. João A. Bastos & Jorge Caiado, 2014. "Clustering financial time series with variance ratio statistics," Quantitative Finance, Taylor & Francis Journals, vol. 14(12), pages 2121-2133, December.
  6. Luísa Carvalho & Teresa Costa & Jorge Caiado, 2013. "Determinants of innovation in a small open economy: a multidimensional perspective," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 14(3), pages 583-600, June.
  7. J. Augusto Felício & Eduardo Couto & Jorge Caiado, 2011. "Human capital and social capital in entrepreneurs and managers of small and medium enterprises," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 13(3), pages 395-420, June.
  8. Bastos, João A. & Caiado, Jorge, 2011. "Recurrence quantification analysis of global stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(7), pages 1315-1325.
  9. Jorge Caiado & Nuno Crato, 2010. "Identifying common dynamic features in stock returns," Quantitative Finance, Taylor & Francis Journals, vol. 10(7), pages 797-807.
  10. 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.
  11. Jorge Caiado, 2004. "Modelling And Forecasting The Volatility Of The Portuguese Stock Index Psi-20," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 0(1), pages 3-21.

Chapters

  1. Rita Coelho Vale & Pedro Verga Matos & Jorge Caiado, 2015. "Do Private Labels Lead to Store Loyalty? An Integrated Framework of Analysis Using a Structural Equation Modeling Approach," Springer Proceedings in Business and Economics, in: Francisco J. Martínez-López & Juan Carlos Gázquez-Abad & Raj Sethuraman (ed.), Advances in National Brand and Private Label Marketing, edition 127, pages 167-175, Springer.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. J. Augusto Felicio & Eduardo Couto & Jorge Caiado, 2013. "Human capital, social capital and organizational performance: A structural modeling approach," CEMAPRE Working Papers 1302, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.

    Cited by:

    1. Sa'Adi Awang & Siti Arni Basir, 2016. "Challenges of Human Capital Development in Islamic Administration Institutes in Malaysia (IAM)," Proceedings of International Academic Conferences 3605499, International Institute of Social and Economic Sciences.
    2. Andrea Rey-Martí & J. Augusto Felício & Ricardo Rodrigues, 2017. "Entrepreneurial attributes for success in the small hotel sector: a fuzzy-set QCA approach," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(5), pages 2085-2100, September.

  2. Luisa Carvalho & Teresa Costa & Jorge Caiado, 2012. "Determinants of innovation in a small open economy: A multidimensional perspective," CEMAPRE Working Papers 1201, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.

    Cited by:

    1. Egbetokun, Abiodun A., 2015. "Interactive learning and firm-level capabilities in latecomer settings: The Nigerian manufacturing industry," Technological Forecasting and Social Change, Elsevier, vol. 99(C), pages 231-241.
    2. Egbetokun A. & Oluwatope O. & Adeyeye D. & Sanni M., 2014. "The role of industry and economic context in open innovation: Evidence from Nigeria," MERIT Working Papers 2014-073, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    3. Juana Sanchez, 2014. "Non-technological and Mixed Modes of Innovation in the United States. Evidence from the Business Research and Development and Innovation Survey, 2008-2011," Working Papers 14-35, Center for Economic Studies, U.S. Census Bureau.
    4. Michael Pearson & Ignazio Cabras, 2014. "Innovation And Connectivity In Northern European Technical Cooperation Networks," International Journal of Innovation Management (ijim), World Scientific Publishing Co. Pte. Ltd., vol. 18(04), pages 1-24.
    5. Juana Sanchez, 2014. "Innovation Output Choices And Characteristics Of Firms In The U.S," Working Papers 14-42, Center for Economic Studies, U.S. Census Bureau.
    6. Luísa Carvalho & Maria José Madeira & João Carvalho & Dulcineia Catarina Moura & Filipe P. Duarte, 2018. "Cooperation for Innovation in the European Union: Outlook and Evidences Using CIS for 15 European Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 9(2), pages 506-525, June.
    7. Ye Seul Choi & Up Lim, 2017. "Contextual Factors Affecting the Innovation Performance of Manufacturing SMEs in Korea: A Structural Equation Modeling Approach," Sustainability, MDPI, Open Access Journal, vol. 9(7), pages 1-15, July.

  3. Joao A. Bastos & Jorge Caiado, 2010. "Recurrence quantification analysis of global stock markets," CEMAPRE Working Papers 1006, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.

    Cited by:

    1. Halari, Anwar & Helliar, Christine & Power, David M. & Tantisantiwong, Nongnuch, 2019. "Taking advantage of Ramadan and January in Muslim countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 85-96.
    2. Juan Benjamín Duarte Duarte & Juan Manuel Mascare?nas Pérez-Iñigo, 2014. "Comprobación de la eficiencia débil en los principales mercados financieros latinoamericanos," Estudios Gerenciales, Universidad Icesi, November.
    3. B. Goswami & G. Ambika & N. Marwan & J. Kurths, 2011. "On interrelations of recurrences and connectivity trends between stock indices," Papers 1103.5189, arXiv.org.
    4. Xu, Mengjia & Shang, Pengjian & Lin, Aijing, 2017. "Multiscale recurrence quantification analysis of order recurrence plots," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 469(C), pages 381-389.
    5. Teresa Aparicio & Dulce Saura, 2013. "Do Exchange Rate Series Present General Dependence? Some Results using Recurrence Quantification Analysis," Journal of Economics and Behavioral Studies, AMH International, vol. 5(10), pages 678-686.
    6. Sergii Piskun & Oleksandr Piskun & Dmitry Chabanenko, 2011. "RQA Application for the Monitoring of Financial and Commodity markets state," Papers 1112.0297, arXiv.org.
    7. Yao, Can-Zhong & Lin, Qing-Wen, 2017. "Recurrence plots analysis of the CNY exchange markets based on phase space reconstruction," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 584-596.
    8. Orlando, Giuseppe & Zimatore, Giovanna, 2018. "Recurrence quantification analysis of business cycles," Chaos, Solitons & Fractals, Elsevier, vol. 110(C), pages 82-94.
    9. Marisa Faggini, 2011. "Chaotic Time Series Analysis in Economics: Balance and Perspectives," Working papers 25, Former Department of Economics and Public Finance "G. Prato", University of Torino.
    10. Vinodh Madhavan, 2014. "Investigating the nature of nonlinearity in Indian Exchange Traded Funds (ETFs)," Managerial Finance, Emerald Group Publishing, vol. 40(4), pages 395-415, March.
    11. Kiran Sharma & Shreyansh Shah & Anindya S. Chakrabarti & Anirban Chakraborti, 2016. "Sectoral co-movements in the Indian stock market: A mesoscopic network analysis," Papers 1607.05514, arXiv.org.
    12. Fatoorehchi, Hooman & Zarghami, Reza & Abolghasemi, Hossein & Rach, Randolph, 2015. "Chaos control in the cerium-catalyzed Belousov–Zhabotinsky reaction using recurrence quantification analysis measures," Chaos, Solitons & Fractals, Elsevier, vol. 76(C), pages 121-129.
    13. Goswami, B. & Ambika, G. & Marwan, N. & Kurths, J., 2012. "On interrelations of recurrences and connectivity trends between stock indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(18), pages 4364-4376.
    14. Marisa Faggini & Bruna Bruno & Anna Parziale, 2019. "Does Chaos Matter in Financial Time Series Analysis?," International Journal of Economics and Financial Issues, Econjournals, vol. 9(4), pages 18-24.
    15. Tantisantiwong, Nongnuch & Halari, Anwar & Helliar, Christine & Power, David, 2018. "East meets West: When the Islamic and Gregorian calendars coincide," The British Accounting Review, Elsevier, vol. 50(4), pages 402-424.
    16. Sandoval, Leonidas Junior, 2013. "To lag or not to lag? How to compare indices of stock markets that operate at different times," Insper Working Papers wpe_319, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

  4. Joao A. Bastos & Jorge Caiado, 2010. "The structure of international stock market returns," CEMAPRE Working Papers 1002, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.

    Cited by:

    1. Srinivasan Palamalai & Kalaivani M. & Christopher Devakumar, 2013. "Stock Market Linkages in Emerging Asia-Pacific Markets," SAGE Open, , vol. 3(4), pages 21582440135, November.
    2. Guglielmo Maria Caporale & Luis A. Gil-Alana & C. James Orlando, 2015. "Linkages between the US and European Stock Markets: A Fractional Cointegration Approach," Discussion Papers of DIW Berlin 1505, DIW Berlin, German Institute for Economic Research.
    3. P., Srinivasan & M., Kalaivani, 2013. "Stock Market Linkages in Emerging Asia-Pacific Markets," MPRA Paper 45871, University Library of Munich, Germany.
    4. Andile Khula & Ntebogang Dinah Moroke, 2017. "The Performance of Maximum Likelihood Factor Analysis on South African Stock Price Performance," Journal of Economics and Behavioral Studies, AMH International, vol. 8(6), pages 40-51.

  5. 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.

    Cited by:

    1. B. Lafuente-Rego & P. D’Urso & J. A. Vilar, 2020. "Robust fuzzy clustering based on quantile autocovariances," Statistical Papers, Springer, vol. 61(6), pages 2393-2448, December.
    2. Preuß, Philip & Hildebrandt, Thimo, 2013. "Comparing spectral densities of stationary time series with unequal sample sizes," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1174-1183.
    3. Jorge Caiado & Nuno Crato, 2010. "Identifying common dynamic features in stock returns," Quantitative Finance, Taylor & Francis Journals, vol. 10(7), pages 797-807.
    4. E. Otranto, 2008. "Identifying Financial Time Series with Similar Dynamic Conditional Correlation," Working Paper CRENoS 200817, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    5. Jentsch, Carsten & Pauly, Markus, 2012. "A note on using periodogram-based distances for comparing spectral densities," Statistics & Probability Letters, Elsevier, vol. 82(1), pages 158-164.
    6. Jorge Caiado & Nuno Crato & Pilar Poncela, 2020. "A fragmented-periodogram approach for clustering big data time series," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 14(1), pages 117-146, March.
    7. Joao A. Bastos & Jorge Caiado, 2009. "Clustering financial time series with variance ratio statistics," CEMAPRE Working Papers 0904, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
    8. Jin, Lei, 2011. "A data-driven test to compare two or multiple time series," Computational Statistics & Data Analysis, Elsevier, vol. 55(6), pages 2183-2196, June.
    9. Harvill, Jane L. & Ravishanker, Nalini & Ray, Bonnie K., 2013. "Bispectral-based methods for clustering time series," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 113-131.
    10. Jonathan Decowski & Linyuan Li, 2015. "Wavelet-Based Tests for Comparing Two Time Series with Unequal Lengths," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(2), pages 189-208, March.
    11. Lei Jin & Suojin Wang, 2016. "A New Test for Checking the Equality of the Correlation Structures of two time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(3), pages 355-368, May.
    12. Maharaj, Elizabeth Ann & D’Urso, Pierpaolo, 2010. "A coherence-based approach for the pattern recognition of time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(17), pages 3516-3537.
    13. Mahdi Massahi & Masoud Mahootchi & Alireza Arshadi Khamseh, 2020. "Development of an efficient cluster-based portfolio optimization model under realistic market conditions," Empirical Economics, Springer, vol. 59(5), pages 2423-2442, November.
    14. Carolina Euán & Hernando Ombao & Joaquín Ortega, 2018. "The Hierarchical Spectral Merger Algorithm: A New Time Series Clustering Procedure," Journal of Classification, Springer;The Classification Society, vol. 35(1), pages 71-99, April.

  6. Antonio Samagaio & Eduardo Couto & Jorge Caiado, 2009. "Sporting, financial and stock market performance in English football: an empirical analysis of structural relationships," CEMAPRE Working Papers 0906, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.

    Cited by:

    1. Carmine Zoccali, 2012. "The Role Of Financial Indicators In The Life Of Italian Football Clubs," Rivista di Diritto ed Economia dello Sport, Centro di diritto e business dello Sport, vol. 7(3), pages 83-101, gennaio.
    2. Celine Gimet & Sandra Montchaud, 2016. "What Drives European Football Clubs’ Stock Returns and Volatility?," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 23(3), pages 351-390, September.
    3. Alexandro Barbosa & Marke Geisy da Silva Dantas & Yuri Gomes Paiva Azevedo & Victor Branco de Holanda, 2017. "Fiscal Responsibility Strategy in Brazilian Football Clubs: A Dynamic Efficiency Analysis," Brazilian Business Review, Fucape Business School, vol. 14(Special I), pages 45-66, January.
    4. Robert Ślepaczuk & Igor Wabik, 2020. "The impact of the results of football matches on the stock prices of soccer clubs," Working Papers 2020-35, Faculty of Economic Sciences, University of Warsaw.

  7. 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.

    Cited by:

    1. B. Lafuente-Rego & P. D’Urso & J. A. Vilar, 2020. "Robust fuzzy clustering based on quantile autocovariances," Statistical Papers, Springer, vol. 61(6), pages 2393-2448, December.
    2. Fabrizio Durante & Roberta Pappadà & Nicola Torelli, 2014. "Clustering of financial time series in risky scenarios," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 8(4), pages 359-376, December.
    3. Galagedera, Don U.A., 2013. "A new perspective of equity market performance," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 333-357.
    4. Jorge Caiado & Nuno Crato & Pilar Poncela, 2020. "A fragmented-periodogram approach for clustering big data time series," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 14(1), pages 117-146, March.
    5. Joao A. Bastos & Jorge Caiado, 2009. "Clustering financial time series with variance ratio statistics," CEMAPRE Working Papers 0904, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
    6. Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat, 2017. "A review of two decades of correlations, hierarchies, networks and clustering in financial markets," Papers 1703.00485, arXiv.org, revised Nov 2020.

  8. Joao A. Bastos & Jorge Caiado, 2009. "Clustering financial time series with variance ratio statistics," CEMAPRE Working Papers 0904, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.

    Cited by:

    1. Pierpaolo D’Urso & Livia Giovanni & Riccardo Massari, 2021. "Trimmed fuzzy clustering of financial time series based on dynamic time warping," Annals of Operations Research, Springer, vol. 299(1), pages 1379-1395, April.
    2. B. Lafuente-Rego & P. D’Urso & J. A. Vilar, 2020. "Robust fuzzy clustering based on quantile autocovariances," Statistical Papers, Springer, vol. 61(6), pages 2393-2448, December.
    3. Fabrizio Durante & Roberta Pappadà & Nicola Torelli, 2014. "Clustering of financial time series in risky scenarios," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 8(4), pages 359-376, December.
    4. Galagedera, Don U.A., 2013. "A new perspective of equity market performance," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 333-357.
    5. Erniel B. Barrios & Paolo Victor T. Redondo, 2021. "Nonparametric Test for Volatility in Clustered Multiple Time Series," Papers 2104.14412, arXiv.org.
    6. Jorge Caiado & Nuno Crato & Pilar Poncela, 2020. "A fragmented-periodogram approach for clustering big data time series," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 14(1), pages 117-146, March.
    7. Fabrizio Durante & Roberta Pappadà & Nicola Torelli, 2015. "Clustering of time series via non-parametric tail dependence estimation," Statistical Papers, Springer, vol. 56(3), pages 701-721, August.
    8. Sipan Aslan & Ceylan Yozgatligil & Cem Iyigun, 2018. "Temporal clustering of time series via threshold autoregressive models: application to commodity prices," Annals of Operations Research, Springer, vol. 260(1), pages 51-77, January.
    9. Dias, José G. & Vermunt, Jeroen K. & Ramos, Sofia, 2015. "Clustering financial time series: New insights from an extended hidden Markov model," European Journal of Operational Research, Elsevier, vol. 243(3), pages 852-864.
    10. Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat, 2017. "A review of two decades of correlations, hierarchies, networks and clustering in financial markets," Papers 1703.00485, arXiv.org, revised Nov 2020.
    11. Ekaterina Dorodnykh, 2013. "What Drives Stock Exchange Integration?," International Journal of Business and Economic Sciences Applied Research (IJBESAR), International Hellenic University (IHU), Kavala Campus, Greece (formerly Eastern Macedonia and Thrace Institute of Technology - EMaTTech), vol. 6(2), pages 47-79, September.
    12. Anna CZAPKIEWICZ & Pawel MAJDOSZ, 2014. "Grouping Stock Markets with Time-Varying Copula-GARCH Model," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(2), pages 144-159, March.

  9. 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.

    Cited by:

    1. Jens Kley-Holsteg & Florian Ziel, 2020. "Probabilistic Multi-Step-Ahead Short-Term Water Demand Forecasting with Lasso," Papers 2005.04522, arXiv.org.
    2. Xiao-jun Wang & Jian-yun Zhang & Shamsuddin Shahid & En-hong Guan & Yong-xiang Wu & Juan Gao & Rui-min He, 2016. "Adaptation to climate change impacts on water demand," Mitigation and Adaptation Strategies for Global Change, Springer, vol. 21(1), pages 81-99, January.
    3. Xiao-jun Wang & Jian-yun Zhang & Shahid Shamsuddin & Ru-lin Oyang & Tie-sheng Guan & Jian-guo Xue & Xu Zhang, 2017. "Impacts of climate variability and changes on domestic water use in the Yellow River Basin of China," Mitigation and Adaptation Strategies for Global Change, Springer, vol. 22(4), pages 595-608, April.
    4. E. Pacchin & F. Gagliardi & S. Alvisi & M. Franchini, 2019. "A Comparison of Short-Term Water Demand Forecasting Models," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 33(4), pages 1481-1497, March.
    5. Rafael Benítez & Carmen Ortiz-Caraballo & Juan Carlos Preciado & José M. Conejero & Fernando Sánchez Figueroa & Alvaro Rubio-Largo, 2019. "A Short-Term Data Based Water Consumption Prediction Approach," Energies, MDPI, Open Access Journal, vol. 12(12), pages 1-24, June.
    6. Xiao-Jun Wang & Jian-Yun Zhang & Shamsuddin Shahid & Wei Xie & Chao-Yang Du & Xiao-Chuan Shang & Xu Zhang, 2018. "Modeling domestic water demand in Huaihe River Basin of China under climate change and population dynamics," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 20(2), pages 911-924, April.

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

    Cited by:

    1. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007. "Is there an identity within international stock market volatilities?," MPRA Paper 2069, University Library of Munich, Germany.
    2. 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.
    3. Lei Jin & Suojin Wang, 2016. "A New Test for Checking the Equality of the Correlation Structures of two time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(3), pages 355-368, May.
    4. Caiado, Jorge & Crato, Nuno, 2008. "Identifying the evolution of stock markets stochastic structure after the euro," MPRA Paper 6609, University Library of Munich, Germany.

  11. 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.

    Cited by:

    1. D’Urso, Pierpaolo & Cappelli, Carmela & Di Lallo, Dario & Massari, Riccardo, 2013. "Clustering of financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(9), pages 2114-2129.
    2. F. Lisi & E. Otranto, 2008. "Clustering Mutual Funds by Return and Risk Levels," Working Paper CRENoS 200813, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    3. G.M. Gallo & D. Lacava & E. Otranto, 2020. "On Classifying the Effects of Policy Announcements on Volatility," Working Paper CRENoS 202008, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    4. Luca De Angelis, 2013. "Latent class models for financial data analysis: some statistical developments," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(2), pages 227-242, June.
    5. Lior Sidi, 2020. "Improving S&P stock prediction with time series stock similarity," Papers 2002.05784, arXiv.org.
    6. Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat, 2017. "A review of two decades of correlations, hierarchies, networks and clustering in financial markets," Papers 1703.00485, arXiv.org, revised Nov 2020.
    7. Anna CZAPKIEWICZ & Pawel MAJDOSZ, 2014. "Grouping Stock Markets with Time-Varying Copula-GARCH Model," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(2), pages 144-159, March.

  12. Caiado, Jorge, 2004. "Modelling and forecasting the volatility of the portuguese stock index PSI-20," MPRA Paper 2077, University Library of Munich, Germany.

    Cited by:

    1. Amir Rafique, 2011. "Comparing the Leverage Effect of Different Frequencies of Stock Returns in an Emerging Market: A Case Study of Pakistan," Information Management and Business Review, AMH International, vol. 3(6), pages 283-288.
    2. Amir Rafique, 2011. "Comparing the Volatility Clustering Of Different Frequencies of Stock Returns in an Emerging Market: A Case Study of Pakistan," Journal of Economics and Behavioral Studies, AMH International, vol. 3(6), pages 332-336.
    3. Sergey SVESHNIKOV & Victor BOCHARNIKOV, 2009. "Eforecasting Financial Indexes With Model Of Composite Events Influence," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 4(3(9)_Fall).
    4. Ioannis A. Tampakoudis & Demetres N. Subeniotis & Ioannis G. Kroustalis, 2012. "Modelling volatility during the current financial crisis: an empirical analysis of the US and the UK stock markets," International Journal of Trade and Global Markets, Inderscience Enterprises Ltd, vol. 5(3/4), pages 171-194.
    5. Yaya, OlaOluwa S. & Gil-Alana, Luis A., 2014. "The persistence and asymmetric volatility in the Nigerian stock bull and bear markets," Economic Modelling, Elsevier, vol. 38(C), pages 463-469.

Articles

  1. Coelho do Vale, Rita & Verga Matos, Pedro & Caiado, Jorge, 2016. "The impact of private labels on consumer store loyalty: An integrative perspective," Journal of Retailing and Consumer Services, Elsevier, vol. 28(C), pages 179-188.

    Cited by:

    1. İpek, İlayda & Aşkın, Nilay & İlter, Burcu, 2016. "Private label usage and store loyalty: The moderating impact of shopping value," Journal of Retailing and Consumer Services, Elsevier, vol. 31(C), pages 72-79.
    2. Ellen J. Van Loo & Fien Minnens & Wim Verbeke, 2021. "Consumer Preferences for Private Label Brand vs. National Brand Organic Juice and Eggs: A Latent Class Approach," Sustainability, MDPI, Open Access Journal, vol. 13(13), pages 1-12, June.
    3. Assarzadegan, Parisa & Hejazi, Seyed Reza, 2021. "A game theoretic approach for analyzing the competition between national and store brands by considering store loyalty," Journal of Retailing and Consumer Services, Elsevier, vol. 60(C).
    4. Konuk, Faruk Anıl, 2018. "The role of store image, perceived quality, trust and perceived value in predicting consumers’ purchase intentions towards organic private label food," Journal of Retailing and Consumer Services, Elsevier, vol. 43(C), pages 304-310.
    5. Hanna Górska-Warsewicz & Sylwia Żakowska-Biemans & Maksymilian Czeczotko & Monika Świątkowska & Dagmara Stangierska & Ewa Świstak & Agnieszka Bobola & Julita Szlachciuk & Karol Krajewski, 2018. "Organic Private Labels as Sources of Competitive Advantage—The Case of International Retailers Operating on the Polish Market," Sustainability, MDPI, Open Access Journal, vol. 10(7), pages 1-28, July.
    6. Florez-Acosta, Jorge, 2020. "Do preferences for private labels respond to supermarket loyalty programs?," Working papers 36, Red Investigadores de Economía.
    7. Lacœuilhe, Jérôme & Louis, Didier & Lombart, Cindy, 2017. "Impacts of product, store and retailer perceptions on consumers’ relationship to terroir store brand," Journal of Retailing and Consumer Services, Elsevier, vol. 39(C), pages 43-53.
    8. Jérôme Lacoeuilhe & Didier Louis & Cindy Lombart, 2017. "Impacts of product, store and retailer perceptions on consumers’ relationship to terroir store brand," Post-Print hal-01672920, HAL.
    9. Maksymilian Czeczotko & Hanna Górska-Warsewicz & Wacław Laskowski & Barbara Rostecka, 2021. "Towards Sustainable Private Labels in an Autonomous Community during COVID-19—Analysis of Consumer Behavior and Perception on the Example of Tenerife," Sustainability, MDPI, Open Access Journal, vol. 13(13), pages 1-22, July.
    10. Ratula Chakraborty, 2018. "Do Retailers Manipulate Prices to Favour Private Label over Brands?," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP) 2018-02, Centre for Competition Policy, University of East Anglia, Norwich, UK..
    11. Samy Belaïd & Jérôme Lacoeuilhe, 2018. "Purchase motivations and levers to revitalize the core market store brands [Les motivations d’achat et leviers pour redynamiser l’offre des marques de distributeurs cœur de gamme]," Post-Print hal-01841502, HAL.
    12. Rokonuzzaman, Md & Harun, Ahasan & Al-Emran, Md & Prybutok, Victor R., 2020. "An investigation into the link between consumer's product involvement and store loyalty: The roles of shopping value goals and information search as the mediating factors," Journal of Retailing and Consumer Services, Elsevier, vol. 52(C).
    13. Bhat Ishfaq Hussain & Singh Sapna, 2018. "Examining the moderating effect of shopping value on private-label and loyalty in Indian grocery stores," Management & Marketing, Sciendo, vol. 13(1), pages 748-760, March.

  2. João A. Bastos & Jorge Caiado, 2014. "Clustering financial time series with variance ratio statistics," Quantitative Finance, Taylor & Francis Journals, vol. 14(12), pages 2121-2133, December.
    See citations under working paper version above.
  3. Luísa Carvalho & Teresa Costa & Jorge Caiado, 2013. "Determinants of innovation in a small open economy: a multidimensional perspective," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 14(3), pages 583-600, June.
    See citations under working paper version above.
  4. J. Augusto Felício & Eduardo Couto & Jorge Caiado, 2011. "Human capital and social capital in entrepreneurs and managers of small and medium enterprises," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 13(3), pages 395-420, June.

    Cited by:

    1. María José Rodríguez-Gutiérrez & Isidoro Romero & Zhikun Yu, 2020. "Guanxi and risk-taking propensity in Chinese immigrants’ businesses," International Entrepreneurship and Management Journal, Springer, vol. 16(1), pages 305-325, March.

  5. Bastos, João A. & Caiado, Jorge, 2011. "Recurrence quantification analysis of global stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(7), pages 1315-1325.
    See citations under working paper version above.
  6. Jorge Caiado & Nuno Crato, 2010. "Identifying common dynamic features in stock returns," Quantitative Finance, Taylor & Francis Journals, vol. 10(7), pages 797-807.
    See citations under working paper version above.
  7. 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.

    Cited by:

    1. Elizabeth Ann Maharaj & Pierpaolo D’Urso & Don Galagedera, 2010. "Wavelet-based Fuzzy Clustering of Time Series," Journal of Classification, Springer;The Classification Society, vol. 27(2), pages 231-275, September.
    2. Pierpaolo D’Urso & Livia Giovanni & Riccardo Massari & Dario Lallo, 2013. "Noise fuzzy clustering of time series by autoregressive metric," METRON, Springer;Sapienza Università di Roma, vol. 71(3), pages 217-243, November.
    3. Caiado, Jorge & Crato, Nuno, 2005. "Discrimination between deterministic trend and stochastic trend processes," MPRA Paper 2076, University Library of Munich, Germany.
    4. Caiado, Jorge & Crato, Nuno, 2007. "Identifying common spectral and asymmetric features in stock returns," MPRA Paper 6607, University Library of Munich, Germany.
    5. Corduas, Marcella & Piccolo, Domenico, 2008. "Time series clustering and classification by the autoregressive metric," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 1860-1872, January.
    6. Bertsch, Valentin & Devine, Mel & Sweeney, Conor & Parnell, Andrew C., 2018. "Analysing long-term interactions between demand response and different electricity markets using a stochastic market equilibrium model," Papers WP585, Economic and Social Research Institute (ESRI).
    7. E. Otranto, 2011. "Classification of Volatility in Presence of Changes in Model Parameters," Working Paper CRENoS 201113, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    8. B. Lafuente-Rego & P. D’Urso & J. A. Vilar, 2020. "Robust fuzzy clustering based on quantile autocovariances," Statistical Papers, Springer, vol. 61(6), pages 2393-2448, December.
    9. Krzysztof Gajowniczek & Tomasz Ząbkowski, 2018. "Simulation Study on Clustering Approaches for Short-Term Electricity Forecasting," Complexity, Hindawi, vol. 2018, pages 1-21, April.
    10. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007. "Comparison of time series with unequal length," MPRA Paper 6605, University Library of Munich, Germany.
    11. Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007. "Is there an identity within international stock market volatilities?," MPRA Paper 2069, University Library of Munich, Germany.
    12. 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.
    13. Tyler Roick & Dimitris Karlis & Paul D. McNicholas, 2021. "Clustering discrete-valued time series," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 15(1), pages 209-229, March.
    14. Xu Gao & Babak Shahbaba & Hernando Ombao, 2018. "Modeling Binary Time Series Using Gaussian Processes with Application to Predicting Sleep States," Journal of Classification, Springer;The Classification Society, vol. 35(3), pages 549-579, October.
    15. Jorge Caiado & Nuno Crato, 2010. "Identifying common dynamic features in stock returns," Quantitative Finance, Taylor & Francis Journals, vol. 10(7), pages 797-807.
    16. Mahmoudi, Mohammad Reza & Heydari, Mohammad Hossein & Roohi, Reza, 2019. "A new method to compare the spectral densities of two independent periodically correlated time series," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 160(C), pages 103-110.
    17. De Gregorio, Alessandro & Maria Iacus, Stefano, 2010. "Clustering of discretely observed diffusion processes," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 598-606, February.
    18. Jentsch, Carsten & Pauly, Markus, 2012. "A note on using periodogram-based distances for comparing spectral densities," Statistics & Probability Letters, Elsevier, vol. 82(1), pages 158-164.
    19. Umberto Triacca, 2016. "Measuring the Distance between Sets of ARMA Models," Econometrics, MDPI, Open Access Journal, vol. 4(3), pages 1-11, July.
    20. Giovanni De Luca & Paola Zuccolotto, 2011. "A tail dependence-based dissimilarity measure for financial time series clustering," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 5(4), pages 323-340, December.
    21. Beibei Zhang & Rong Chen, 2018. "Nonlinear Time Series Clustering Based on Kolmogorov-Smirnov 2D Statistic," Journal of Classification, Springer;The Classification Society, vol. 35(3), pages 394-421, October.
    22. Otranto, Edoardo, 2008. "Clustering heteroskedastic time series by model-based procedures," Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4685-4698, June.
    23. Liu, Shen & Maharaj, Elizabeth Ann, 2013. "A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples," Computational Statistics & Data Analysis, Elsevier, vol. 60(C), pages 32-49.
    24. Jorge Caiado & Nuno Crato & Pilar Poncela, 2020. "A fragmented-periodogram approach for clustering big data time series," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 14(1), pages 117-146, March.
    25. Sipan Aslan & Ceylan Yozgatligil & Cem Iyigun, 2018. "Temporal clustering of time series via threshold autoregressive models: application to commodity prices," Annals of Operations Research, Springer, vol. 260(1), pages 51-77, January.
    26. Joao A. Bastos & Jorge Caiado, 2009. "Clustering financial time series with variance ratio statistics," CEMAPRE Working Papers 0904, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
    27. Jin, Lei, 2011. "A data-driven test to compare two or multiple time series," Computational Statistics & Data Analysis, Elsevier, vol. 55(6), pages 2183-2196, June.
    28. Douzal-Chouakria, Ahlame & Diallo, Alpha & Giroud, Françoise, 2009. "Adaptive clustering for time series: Application for identifying cell cycle expressed genes," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1414-1426, February.
    29. Vilar, J.A. & Alonso, A.M. & Vilar, J.M., 2010. "Non-linear time series clustering based on non-parametric forecast densities," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2850-2865, November.
    30. Montero, Pablo & Vilar, José A., 2014. "TSclust: An R Package for Time Series Clustering," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 62(i01).
    31. Harvill, Jane L. & Ravishanker, Nalini & Ray, Bonnie K., 2013. "Bispectral-based methods for clustering time series," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 113-131.
    32. Heung-gu Son & Yunsun Kim & Sahm Kim, 2020. "Time Series Clustering of Electricity Demand for Industrial Areas on Smart Grid," Energies, MDPI, Open Access Journal, vol. 13(9), pages 1-14, May.
    33. Dette, Holger & Paparoditis, Efstathios, 2008. "Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities," Technical Reports 2008,28, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    34. 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.
    35. Maharaj, Elizabeth A. & Alonso, Andres M., 2007. "Discrimination of locally stationary time series using wavelets," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 879-895, October.
    36. Maharaj, Elizabeth Ann & D’Urso, Pierpaolo, 2010. "A coherence-based approach for the pattern recognition of time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(17), pages 3516-3537.
    37. Sonia Díaz & José Vilar, 2010. "Comparing Several Parametric and Nonparametric Approaches to Time Series Clustering: A Simulation Study," Journal of Classification, Springer;The Classification Society, vol. 27(3), pages 333-362, November.
    38. Ozan Cinar & Ozlem Ilk & Cem Iyigun, 2018. "Clustering of short time-course gene expression data with dissimilar replicates," Annals of Operations Research, Springer, vol. 263(1), pages 405-428, April.
    39. Mahdi Massahi & Masoud Mahootchi & Alireza Arshadi Khamseh, 2020. "Development of an efficient cluster-based portfolio optimization model under realistic market conditions," Empirical Economics, Springer, vol. 59(5), pages 2423-2442, November.
    40. Giulio PALOMBA & Emma SARNO & Alberto ZAZZARO, 2007. "Testing similarities of short-run inflation dynamics among EU countries after the Euro," Working Papers 289, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    41. Giulio Palomba & Emma Sarno & Alberto Zazzaro, 2009. "Testing similarities of short-run inflation dynamics among EU-25 countries after the Euro," Empirical Economics, Springer, vol. 37(2), pages 231-270, October.
    42. Juan Vilar & José Vilar & Sonia Pértega, 2009. "Classifying Time Series Data: A Nonparametric Approach," Journal of Classification, Springer;The Classification Society, vol. 26(1), pages 3-28, April.
    43. Caiado, Jorge & Crato, Nuno, 2008. "Identifying the evolution of stock markets stochastic structure after the euro," MPRA Paper 6609, University Library of Munich, Germany.
    44. Carolina Euán & Hernando Ombao & Joaquín Ortega, 2018. "The Hierarchical Spectral Merger Algorithm: A New Time Series Clustering Procedure," Journal of Classification, Springer;The Classification Society, vol. 35(1), pages 71-99, April.
    45. Robert Lund & Hany Bassily & Brani Vidakovic, 2009. "Testing equality of stationary autocovariances," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(3), pages 332-348, May.
    46. Zhaoxing Gao & Ruey S. Tsay, 2021. "Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data," Papers 2103.14626, arXiv.org.

  8. Jorge Caiado, 2004. "Modelling And Forecasting The Volatility Of The Portuguese Stock Index Psi-20," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 0(1), pages 3-21.
    See citations under working paper version above.

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Featured entries

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

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 20 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (8) 2007-03-17 2007-03-17 2008-01-12 2008-01-12 2008-01-12 2009-05-16 2009-05-16 2009-05-30. Author is listed
  2. NEP-ETS: Econometric Time Series (8) 2007-03-17 2007-03-17 2008-01-12 2008-01-12 2009-05-16 2009-05-16 2009-05-30 2021-08-09. Author is listed
  3. NEP-FMK: Financial Markets (4) 2009-05-16 2009-10-03 2010-07-31 2010-12-18
  4. NEP-FOR: Forecasting (4) 2007-03-17 2008-01-12 2009-05-16 2009-05-30
  5. NEP-CSE: Economics of Strategic Management (3) 2009-12-05 2012-10-13 2013-08-31
  6. NEP-RMG: Risk Management (3) 2007-03-17 2007-03-17 2008-01-12
  7. NEP-SBM: Small Business Management (3) 2009-12-05 2012-10-13 2013-08-31
  8. NEP-EEC: European Economics (2) 2007-03-17 2008-01-12
  9. NEP-ENT: Entrepreneurship (2) 2009-12-05 2013-08-31
  10. NEP-HRM: Human Capital & Human Resource Management (2) 2009-12-05 2013-08-31
  11. NEP-KNM: Knowledge Management & Knowledge Economy (2) 2009-12-05 2012-10-13
  12. NEP-SOC: Social Norms & Social Capital (2) 2009-12-05 2013-08-31
  13. NEP-SPO: Sports & Economics (2) 2007-03-17 2009-12-05
  14. NEP-CMP: Computational Economics (1) 2021-08-09
  15. NEP-IFN: International Finance (1) 2007-03-17
  16. NEP-INO: Innovation (1) 2012-10-13
  17. NEP-MAC: Macroeconomics (1) 2015-03-22
  18. NEP-ORE: Operations Research (1) 2008-01-12
  19. NEP-TID: Technology & Industrial Dynamics (1) 2012-10-13

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