7
H index
2
i10 index
122
Citations
Jorge Caiado : Citation Profile
Universidade de Lisboa | RESEARCH PRODUCTION: 9 Articles 23 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2002 - 2020). 
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:
| Cites to:
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Main data
Where Jorge Caiado has published?
| Journals with more than one article published | # docs |
|---|---|
| Quantitative Finance | 2 |
| Journal of Business Economics and Management | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 13 |
| CEMAPRE Working Papers / Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon | 9 |
Recent works citing Jorge Caiado (2020 and 2019)
| Year | Title of citing document |
|---|---|
| 2019 | A 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. Full description at Econpapers || Download paper |
| 2020 | Improving S&P stock prediction with time series stock similarity. (2020). Sidi, Lior. In: Papers. RePEc:arx:papers:2002.05784. Full description at Econpapers || Download paper |
| 2020 | Probabilistic Multi-Step-Ahead Short-Term Water Demand Forecasting with Lasso. (2020). Ziel, Florian ; Kley-Holsteg, Jens. In: Papers. RePEc:arx:papers:2005.04522. Full description at Econpapers || Download paper |
| 2019 | Does 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. Full description at Econpapers || Download paper |
| 2020 | An 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. Full description at Econpapers || Download paper |
| 2019 | A 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. Full description at Econpapers || Download paper |
| 2019 | Taking 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. Full description at Econpapers || Download paper |
| 2019 | A 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. Full description at Econpapers || Download paper |
| 2020 | Time 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. Full description at Econpapers || Download paper |
| 2020 | Do preferences for private labels respond to supermarket loyalty programs?. (2020). Florez-Acosta, Jorge. In: Working papers. RePEc:rie:riecdt:36. Full description at Econpapers || Download paper |
| 2020 | Guanxi 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. Full description at Econpapers || Download paper |
| 2019 | A 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. Full description at Econpapers || Download paper |
| 2020 | An 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. Full description at Econpapers || Download paper |
Works by Jorge Caiado:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Identifying common dynamic features in stock returns In: CEMAPRE Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2009 | Identifying common dynamic features in stock returns.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2010 | Identifying common dynamic features in stock returns.(2010) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2009 | Performance of combined double seasonal univariate time series models for forecasting water demand In: CEMAPRE Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2009 | Clustering financial time series with variance ratio statistics In: CEMAPRE Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2014 | Clustering financial time series with variance ratio statistics.(2014) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2009 | Interrelationships between human capital and social capital in small and medium sized firms: The effect of age and sector of activity In: CEMAPRE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Sporting, financial and stock market performance in English football: an empirical analysis of structural relationships In: CEMAPRE Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2010 | The structure of international stock market returns In: CEMAPRE Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2010 | Recurrence quantification analysis of global stock markets In: CEMAPRE Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2011 | Recurrence quantification analysis of global stock markets.(2011) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
| 2012 | Determinants of innovation in a small open economy: A multidimensional perspective In: CEMAPRE Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2013 | Determinants of innovation in a small open economy: a multidimensional perspective.(2013) In: Journal of Business Economics and Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2013 | Human capital, social capital and organizational performance: A structural modeling approach In: CEMAPRE Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2006 | A periodogram-based metric for time series classification In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 35 |
| 2016 | The impact of private labels on consumer store loyalty: An integrative perspective In: Journal of Retailing and Consumer Services. [Full Text][Citation analysis] | article | 9 |
| 2015 | The 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. [Full Text][Citation analysis] | paper | 0 |
| 2004 | MODELLING AND FORECASTING THE VOLATILITY OF THE PORTUGUESE STOCK INDEX PSI-20 In: Portuguese Journal of Management Studies. [Full Text][Citation analysis] | article | 5 |
| 2004 | Modelling and forecasting the volatility of the portuguese stock index PSI-20.(2004) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2009 | Comparison of time series with unequal length in the frequency domain In: MPRA Paper. [Full Text][Citation analysis] | paper | 9 |
| 2007 | Is there an identity within international stock market volatilities? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2007 | A GARCH-based method for clustering of financial time series: International stock markets evidence In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
| 2006 | An interpolated periodogram-based metric for comparison of time series with unequal lengths In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Discrimination between deterministic trend and stochastic trend processes In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Previsão da eficácia ofensiva do futebol profissional: Um caso Português In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Determinantes do desempenho académico nos cursos de contabilidade In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Comparison of time series with unequal length In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Identifying common spectral and asymmetric features in stock returns In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Identifying the evolution of stock markets stochastic structure after the euro In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Forecasting water consumption in Spain using univariate time series models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2020 | A fragmented-periodogram approach for clustering big data time series In: Advances in Data Analysis and Classification. [Full Text][Citation analysis] | article | 0 |
| 2011 | Human capital and social capital in entrepreneurs and managers of small and medium enterprises In: Journal of Business Economics and Management. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2020. Contact: CitEc Team