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Jorge Caiado Researcher, PhD CEMAPRE, ISEG, Technical University of Lisbon 1200-781 Lisboa (Portugal) Tel. +351 21 3922715 (ext. 3715), Gab. 201 E-mail: jcaiado@iseg.utl.pt
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"Science...never solves a problem without creating ten more." George Bernard Shaw |
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INFORMATION AND NEWS International Conference on Stochastic Modeling Techniques and Data Analysis (SMTDA2010), Chania, Crete (Greece), June 8-11, 2010. The 30th Annual International Symposium on Forecasting (ISF2010), San Diego, California (USA), June 20-23, 2010. CEMAPRE Events: EVIEWS and STATA courses, 2010, ISEG, Lisbon (Portugal).
RECENT SELECTED PUBLICATIONS CAIADO, J. and N. CRATO (2010). “Identifying common dynamic features in stock returns”, forthcoming in Quantitative Finance. CAIADO, J. (2010). "Performance of combined double seasonal univariate time series models for forecasting water demand", forthcoming in Journal of Hydrologic Engineering. CAIADO, J., N. CRATO and D. PEÑA (2009). “Comparison of time series with unequal length in the frequency domain”, Communications in Statistics: Simulation and Computation, 38, 527-540. CAIADO, A. C. and J. CAIADO (2008). Gestão de Instituições Financeiras, Edições Sílabo, 2nd Edition, Lisbon. CAIADO, J. and N. CRATO (2007). “A GARCH-based method for clustering of financial time series: International stock markets evidence”, in: Recent Advances in Stochastic Modeling and Data Analysis (Edited by C. H. Skiadas), World Scientific Publishing, Singapore, 542-551 (ISBN-13 978-981-270-968-4 and ISBN-10 981-270-968-1). CAIADO, J., N. CRATO and D. PEÑA (2006). “A periodogram-based metric for time series classification”, Computational Statistics & Data Analysis, 50, 2668-2684. [ScienceDirect TOP25 Hottest Articles]
PAPERS IN PROGRESS BASTOS, J. A. and CAIADO, J. (2009). "Clustering global equity markets with variance ratio tests". SAMAGAIO, A., COUTO, E. and CAIADO, J. (2009). "Sporting, financial and stock market performance in English football: an empirical analysis of structural relationships". FELÍCIO, J. A., COUTO, E. and CAIADO, J. (2009). "Interrelationships between human capital and social capital in small and medium sized firms: The effect of age and sector of activity".
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CV RePEc Papers
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