Jorge Caiado

ISEG and CEMAPRE,

Technical University of Lisbon

Rua do Quelhas, 6, 1200-781 Lisboa (Portugal)

Tel. +351 21 3922715 (ext. 3715), Gab. 201

"Science...never solves a problem without creating ten more."

INFORMATION AND NEWS

5th International Conference of the ERCIM Working Group on Computing & Statistics, Conference and Exhibition Centre "Ciudad de Oviedo", Oviedo, Spain, 1-3 December 2012.

CEMAPRE Events: EVIEWS and STATA courses, 2012, ISEG, Lisbon (Portugal).

RECENT SELECTED PUBLICATIONS

CAIADO, J., E.A. MAHARAJ and P. D'URSO (2012). "Time Series Clustering", in Handbook of Cluster Analysis, C. Henning, M. Meila, F. Murtagh, R. Rocci (eds.), CRC (to appear).

CARVALHO, L., COSTA, M. T. and CAIADO, J. (2012). "Determinants of innovation in a small open economy: A multidimensional perspective", Journal of Business Economics and Management (to appear). DOI: 10.3846/16111699.2012.701225.

CAIADO, J. (2011). Métodos de Previsão em Gestão - com aplicações em Excel, Edições Sílabo, Lisboa. Ficheiro em Excel (.xls)

FELÍCIO, J. A., COUTO, E. and CAIADO, J.,  (2012). "Human capital and social capital in entrepreneurs and managers of small and medium enterprises", Journal of Business Economics and Management, 13(3), 395-420. DOI:10.3846/16111699.2011.620139.

CAIADO, J., N. CRATO and D. PEÑA (2011). “Tests for comparing time series of unequal lengths”, Journal of Statistical Computation and Simulation, DOI:10.1080/00949655.2011.592985.

BASTOS, J. A. and CAIADO, J. (2011). "Recurrence quantification analysis of global stock markets", Physica A: Statistical Mechanics and its Applications (Elsevier), 390, 1315-1325.

CAIADO, J. (2010). Classification and Clustering of Time Series, Lambert Academic Publishing, Saarbrücken (Germany). ISBN 978-3-8383-4181-1

CAIADO, J. and N. CRATO (2010). “Identifying common dynamic features in stock returns”, Quantitative Finance, 10, 797-807.

CAIADO, J. (2010). "Performance of combined double seasonal univariate time series models for forecasting water demand", Journal of Hydrologic Engineering, 15, 215-222.

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RePEc Papers

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