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Jorge Caiado PhD in Mathematics Applied in Economics and Management CEMAPRE, ISEG, Technical University of Lisbon Rua do Quelhas, 6, 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
4th International
Conference of the ERCIM WG on
CEMAPRE Events: EVIEWS and STATA courses, 2012, ISEG, Lisbon (Portugal).
RECENT SELECTED PUBLICATIONS CAIADO, J. (2011). Métodos de Previsão em Gestão - com aplicações em Excel, Edições Sílabo, Lisboa.
CAIADO, J., FELÍCIO, J. A. and COUTO, E. (2012). "Human capital and social capital in entrepreneurs and managers of small and medium enterprises", Journal of Business Economics and Management, 13(2), in press. 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. 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 PROCESS BASTOS, J. A. and CAIADO, J. (2012). "The factor structure of international stock market returns". BASTOS, J. A. and CAIADO, J. (2011). "Clustering global equity markets with variance ratio tests".
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