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

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

CAIADO, A. C. and J. CAIADO (2008). Gestão de Instituições Financeiras, Edições Sílabo, 2nd Edition, Lisbon, ISBN 978-972-618-509-3 (First Edition, 2006, ISBN 972-618-400-2).        

CAIADO, J. and N. CRATO (2008). “Comparison of financial time series using a TARCH-based distance”, in: COMPSTAT 2008 - Proceedings in Computational Statistics (Edited by P. Brito), Physica-Verlag, 875-882. ISBN: 978-3790820836.

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, New Jersey, 542-551 (ISBN-13 978-981-270-968-4/ISBN-10 981-270-968-1).

CAIADO, J. (1998). “Correlação entre número de balcões e população residente” e “Diversificação de carteiras de activos”, in: Gestão Bancária - Conceitos e  Aplicações, Editora Internacional, Lisboa.

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.

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.

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

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

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, 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]

CAIADO, J., N. CRATO and D. PEÑA (2006). “An interpolated periodogram-based metric for comparison of time series with unequal lengths”, Proceedings of the 2006 Joint Statistical Meetings, Section on Statistical Computing, American Statistical Association, Seattle (USA), 2016-2018.

CAIADO, J. and N. CRATO (2005). “Discrimination between deterministic trend and stochastic trend processes”, in: Applied Stochastic Models and Data Analysis (Edited by Jacques Janssen and Philippe Lenca), Brest (France), 1419-1424.

CAIADO, J. (2004). “Modelling and forecasting the volatility of the Portuguese Stock Index PSI-20”, Portuguese Journal of Management Studies, XI, nº1, 3-21.