Jorge Caiado : Citation Profile


Are you Jorge Caiado?

Universidade de Lisboa

7

H index

2

i10 index

122

Citations

RESEARCH PRODUCTION:

9

Articles

23

Papers

RESEARCH ACTIVITY:

   18 years (2002 - 2020). See details.
   Cites by year: 6
   Journals where Jorge Caiado has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 13 (9.63 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca349
   Updated: 2020-10-24    RAS profile: 2020-10-09    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jorge Caiado.

Is cited by:

D'Urso, Pierpaolo (5)

Otranto, Edoardo (5)

Maharaj, Elizabeth (5)

Egbetokun, Abiodun (3)

Durante, Fabrizio (3)

Sanchez, Juana (3)

Galagedera, Don (3)

Gil-Alana, Luis (3)

Zazzaro, Alberto (2)

Majdosz, Paweł (2)

Tantisantiwong, Nongnuch (2)

Cites to:

Mantegna, Rosario (16)

Peña, Daniel (16)

Crato, Nuno (15)

Engle, Robert (11)

Bollerslev, Tim (10)

Afonso, Antonio (8)

Reichlin, Lucrezia (8)

Maharaj, Elizabeth (6)

Chou, Ray (5)

Sousa, Ricardo (5)

Laibson, David (4)

Main data


Where Jorge Caiado has published?


Journals with more than one article published# docs
Quantitative Finance2
Journal of Business Economics and Management2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany13
CEMAPRE Working Papers / Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon9

Recent works citing Jorge Caiado (2020 and 2019)


YearTitle of citing document
2019A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2019). Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier ; Donnat, Philippe . In: Papers. RePEc:arx:papers:1703.00485.

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2020Improving S&P stock prediction with time series stock similarity. (2020). Sidi, Lior. In: Papers. RePEc:arx:papers:2002.05784.

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2020Probabilistic Multi-Step-Ahead Short-Term Water Demand Forecasting with Lasso. (2020). Ziel, Florian ; Kley-Holsteg, Jens. In: Papers. RePEc:arx:papers:2005.04522.

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2019Does Chaos Matter in Financial Time Series Analysis?. (2019). Parziale, Anna ; Bruno, Bruna ; Faggini, Marisa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-04-3.

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2020An investigation into the link between consumers product involvement and store loyalty: The roles of shopping value goals and information search as the mediating factors. (2020). Prybutok, Victor R ; Al-Emran, MD ; Harun, Ahasan ; Rokonuzzaman, MD. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:52:y:2020:i:c:s0969698919301870.

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2019A new method to compare the spectral densities of two independent periodically correlated time series. (2019). Roohi, Reza ; Heydari, Mohammad Hossein ; Mahmoudi, Mohammad Reza. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:160:y:2019:i:c:p:103-110.

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2019Taking advantage of Ramadan and January in Muslim countries. (2019). Tantisantiwong, Nongnuch ; Power, David M ; Helliar, Christine ; Halari, Anwar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:85-96.

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2019A Short-Term Data Based Water Consumption Prediction Approach. (2019). Rubio-Largo, alvaro ; Figueroa, Fernando Sanchez ; Conejero, Jose M ; Preciado, Juan Carlos ; Ortiz-Caraballo, Carmen ; Benitez, Rafael. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:12:p:2359-:d:241303.

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2020Time Series Clustering of Electricity Demand for Industrial Areas on Smart Grid. (2020). Kim, Sahm ; Son, Heung-Gu. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:9:p:2377-:d:355978.

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2020Do preferences for private labels respond to supermarket loyalty programs?. (2020). Florez-Acosta, Jorge. In: Working papers. RePEc:rie:riecdt:36.

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2020Guanxi and risk-taking propensity in Chinese immigrants’ businesses. (2020). Romero, Isidoro ; Yu, Zhikun ; Rodriguez-Gutierrez, Maria Jose. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:16:y:2020:i:1:d:10.1007_s11365-019-00566-9.

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2019A Comparison of Short-Term Water Demand Forecasting Models. (2019). Franchini, M ; Alvisi, S ; Gagliardi, F ; Pacchin, E. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:33:y:2019:i:4:d:10.1007_s11269-019-02213-y.

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2020An empirical investigation of water consumption forecasting methods. (2020). Litsiou, Konstantia ; Nikolopoulos, Konstantinos ; Raptis, Achilleas ; Karamaziotis, Panagiotis I ; Assimakopoulos, Vassilis . In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:588-606.

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Works by Jorge Caiado:


YearTitleTypeCited
2009Identifying common dynamic features in stock returns In: CEMAPRE Working Papers.
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paper3
2009Identifying common dynamic features in stock returns.(2009) In: MPRA Paper.
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2010Identifying common dynamic features in stock returns.(2010) In: Quantitative Finance.
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This paper has another version. Agregated cites: 3
article
2009Performance of combined double seasonal univariate time series models for forecasting water demand In: CEMAPRE Working Papers.
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paper8
2009Clustering financial time series with variance ratio statistics In: CEMAPRE Working Papers.
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paper9
2014Clustering financial time series with variance ratio statistics.(2014) In: Quantitative Finance.
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This paper has another version. Agregated cites: 9
article
2009Interrelationships between human capital and social capital in small and medium sized firms: The effect of age and sector of activity In: CEMAPRE Working Papers.
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paper0
2009Sporting, financial and stock market performance in English football: an empirical analysis of structural relationships In: CEMAPRE Working Papers.
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paper3
2010The structure of international stock market returns In: CEMAPRE Working Papers.
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paper5
2010Recurrence quantification analysis of global stock markets In: CEMAPRE Working Papers.
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paper16
2011Recurrence quantification analysis of global stock markets.(2011) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 16
article
2012Determinants of innovation in a small open economy: A multidimensional perspective In: CEMAPRE Working Papers.
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paper9
2013Determinants of innovation in a small open economy: a multidimensional perspective.(2013) In: Journal of Business Economics and Management.
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article
2013Human capital, social capital and organizational performance: A structural modeling approach In: CEMAPRE Working Papers.
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paper2
2006A periodogram-based metric for time series classification In: Computational Statistics & Data Analysis.
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article35
2016The impact of private labels on consumer store loyalty: An integrative perspective In: Journal of Retailing and Consumer Services.
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article9
2015The macro impact of the Portuguese Constitutional Court decisions regarding the budgetary proposals of the Portuguese Budget Law (2012, 2013, 2014) In: Working Papers Department of Economics.
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paper0
2004MODELLING AND FORECASTING THE VOLATILITY OF THE PORTUGUESE STOCK INDEX PSI-20 In: Portuguese Journal of Management Studies.
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article5
2004Modelling and forecasting the volatility of the portuguese stock index PSI-20.(2004) In: MPRA Paper.
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This paper has another version. Agregated cites: 5
paper
2009Comparison of time series with unequal length in the frequency domain In: MPRA Paper.
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paper9
2007Is there an identity within international stock market volatilities? In: MPRA Paper.
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paper0
2007A GARCH-based method for clustering of financial time series: International stock markets evidence In: MPRA Paper.
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paper6
2006An interpolated periodogram-based metric for comparison of time series with unequal lengths In: MPRA Paper.
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2005Discrimination between deterministic trend and stochastic trend processes In: MPRA Paper.
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paper0
2006Previsão da eficácia ofensiva do futebol profissional: Um caso Português In: MPRA Paper.
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paper0
2002Determinantes do desempenho académico nos cursos de contabilidade In: MPRA Paper.
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paper0
2007Comparison of time series with unequal length In: MPRA Paper.
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paper1
2007Identifying common spectral and asymmetric features in stock returns In: MPRA Paper.
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paper0
2008Identifying the evolution of stock markets stochastic structure after the euro In: MPRA Paper.
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paper0
2007Forecasting water consumption in Spain using univariate time series models In: MPRA Paper.
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paper0
2020A fragmented-periodogram approach for clustering big data time series In: Advances in Data Analysis and Classification.
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article0
2011Human capital and social capital in entrepreneurs and managers of small and medium enterprises In: Journal of Business Economics and Management.
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article2

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