Jorge Caiado : Citation Profile


Are you Jorge Caiado?

Universidade de Lisboa

8

H index

6

i10 index

154

Citations

RESEARCH PRODUCTION:

11

Articles

25

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 8
   Journals where Jorge Caiado has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 14 (8.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca349
   Updated: 2023-01-28    RAS profile: 2022-09-05    
   Missing citations? Add them    Incorrect content? Let us know

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:

Otranto, Edoardo (7)

Maharaj, Elizabeth (5)

D'Urso, Pierpaolo (5)

Galagedera, Don (3)

Gil-Alana, Luis (3)

Egbetokun, Abiodun (3)

Durante, Fabrizio (3)

Sanchez, Juana (3)

Gallo, Giampiero (2)

Zazzaro, Alberto (2)

Florez-Acosta, Jorge (2)

Cites to:

Peña, Daniel (20)

Crato, Nuno (20)

Mantegna, Rosario (16)

Bollerslev, Tim (15)

Engle, Robert (14)

Reichlin, Lucrezia (12)

Maharaj, Elizabeth (8)

Afonso, Antonio (8)

Giannone, Domenico (7)

Sousa, Ricardo (5)

Chou, Ray (5)

Main data


Where Jorge Caiado has published?


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

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
Working Papers Department of Economics / ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa2

Recent works citing Jorge Caiado (2022 and 2021)


YearTitle of citing document
2021Innovation among SMEs in Finland: The impact of stakeholder engagement and firm-level characteristics. (2021). Littunen, Hannu ; Storhammar, Esa ; Tohmo, Timo. In: Journal of Entrepreneurship, Management and Innovation. RePEc:aae:journl:v:17:y:2021:i:4:p:157-196.

Full description at Econpapers || Download paper

2021On Classifying the Effects of Policy Announcements on Volatility. (2020). Otranto, Edoardo ; Gallo, Giampiero ; Lacava, Demetrio. In: Papers. RePEc:arx:papers:2011.14094.

Full description at Econpapers || Download paper

2021Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data. (2021). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2103.14626.

Full description at Econpapers || Download paper

2021Nonparametric Test for Volatility in Clustered Multiple Time Series. (2021). Barrios, Erniel B ; Victor, Paolo. In: Papers. RePEc:arx:papers:2104.14412.

Full description at Econpapers || Download paper

2022Recurrence measures and transitions in stock market dynamics. (2022). Ambika, G ; Harikrishnan, K P ; Das, Krishna. In: Papers. RePEc:arx:papers:2208.03456.

Full description at Econpapers || Download paper

2022Efficient computation of recurrence quantification analysis via microstates. (2022). Lopes, Sergio Roberto ; Dos, Gustavo Zampier ; Corso, Gilberto ; de Lima, Thiago ; Froguel, Lucas Belasque. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:428:y:2022:i:c:s0096300322002491.

Full description at Econpapers || Download paper

2021A computational technique to classify several fractional Brownian motion processes. (2021). Mahmoudi, Mohammad Reza. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:150:y:2021:i:c:s0960077921005063.

Full description at Econpapers || Download paper

2022Functional non-parametric latent block model: A multivariate time series clustering approach for autonomous driving validation. (2022). Goffinet, Etienne ; Coutant, Anthony ; Loic, Giraldi ; Azzag, Hanane ; Lebbah, Mustapha. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:176:y:2022:i:c:s0167947322001451.

Full description at Econpapers || Download paper

2022The ways we perceive: A comparative analysis of manufacturer brands and private labels using implicit and explicit measures. (2022). Skare, Vatroslav ; Horvat, Sandra ; Varga, Akos ; Fuduric, Morana. In: Journal of Business Research. RePEc:eee:jbrese:v:142:y:2022:i:c:p:221-241.

Full description at Econpapers || Download paper

2021Do preferences for private labels respond to supermarket loyalty programs?. (2021). Florez-Acosta, Jorge. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:183-208.

Full description at Econpapers || Download paper

2021A game theoretic approach for analyzing the competition between national and store brands by considering store loyalty. (2021). Hejazi, Seyed Reza ; Assarzadegan, Parisa. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:60:y:2021:i:c:s0969698921000151.

Full description at Econpapers || Download paper

2022The impact of introducing a customer loyalty program on category sales and profitability. (2022). Bowman, Douglas ; Lin, Chen. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:64:y:2022:i:c:s0969698921003350.

Full description at Econpapers || Download paper

2022Factors that influence manufacturer and store brand behavioral loyalty. (2022). Dawes, John. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:68:y:2022:i:c:s0969698922001138.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021Consumer Preferences for Private Label Brand vs. National Brand Organic Juice and Eggs: A Latent Class Approach. (2021). Van Loo, Ellen ; Minnens, Fien ; Verbeke, Wim. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:13:p:7028-:d:580153.

Full description at Econpapers || Download paper

2021Towards Sustainable Private Labels in an Autonomous Community during COVID-19—Analysis of Consumer Behavior and Perception on the Example of Tenerife. (2021). Laskowski, Wacaw ; Gorska-Warsewicz, Hanna ; Czeczotko, Maksymilian ; Rostecka, Barbara. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:13:p:7467-:d:588392.

Full description at Econpapers || Download paper

2022Hedge Effectiveness of the Credit Default Swap Indices: a Spectral Decomposition and Network Topology Analysis. (2022). Sinka, Peter ; Zeitsch, Peter J. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:4:d:10.1007_s10614-021-10185-8.

Full description at Econpapers || Download paper

2021SOCIETÀ DI CALCIO EUROPEE QUOTATE E MERCATI FINANZIARI: UNANALISI EMPIRICA SULLE DETERMINANTI DEI CORSI AZIONARI. (2021). D'Apolito, Elisabetta ; Pacelli, Vincenzo ; Maci, Giampiero. In: Rivista di Diritto ed Economia dello Sport. RePEc:rde:rivdes:202102maci_pacelli_dapolito.

Full description at Econpapers || Download paper

2021Can Social Media Predict Soccer Clubs’ Stock Prices? The Case of Turkish Teams and Twitter. (2021). Kasap, Nihat ; Akhavan-Tabatabaei, Raha ; Langroudi, Amirreza Safari ; Tanaltay, Altua. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211004153.

Full description at Econpapers || Download paper

2021Clustering discrete-valued time series. (2021). Roick, Tyler ; McNicholas, Paul D ; Karlis, Dimitris. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:15:y:2021:i:1:d:10.1007_s11634-020-00395-7.

Full description at Econpapers || Download paper

2021Trimmed fuzzy clustering of financial time series based on dynamic time warping. (2021). Massari, Riccardo ; Giovanni, Livia ; Durso, Pierpaolo. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03284-1.

Full description at Econpapers || Download paper

2021Clustering Brain Signals: a Robust Approach Using Functional Data Ranking. (2021). Ombao, Hernando ; Euan, Carolina ; Sun, Ying ; Chen, Tianbo. In: Journal of Classification. RePEc:spr:jclass:v:38:y:2021:i:3:d:10.1007_s00357-020-09382-1.

Full description at Econpapers || Download paper

2022A comparison between VAR processes jointly modeling GDP and Unemployment rate in France and Germany. (2022). Triacca, Umberto ; di Iorio, Francesca. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:31:y:2022:i:3:d:10.1007_s10260-021-00594-2.

Full description at Econpapers || Download paper

2021Okay Boomer... Excess Money Growth, Inflation, and Population Aging. (2021). Kopecky, Joseph. In: Trinity Economics Papers. RePEc:tcd:tcduee:tep0721.

Full description at Econpapers || Download paper

2021Relationship between sport and financial performance in top European football clubs. (2021). Leksowski, Eukasz. In: Zeszyty Naukowe Ma?opolskiej Wy?szej Szko?y Ekonomicznej w Tarnowie / The Malopolska School of Economics in Tarnow Research Papers Collection. RePEc:znm:journl:v:49:y:2021:i:1:p:41-59.

Full description at Econpapers || Download paper

Works by Jorge Caiado:


YearTitleTypeCited
2009Identifying common dynamic features in stock returns In: CEMAPRE Working Papers.
[Full Text][Citation analysis]
paper5
2009Identifying common dynamic features in stock returns.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2010Identifying common dynamic features in stock returns.(2010) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2009Performance of combined double seasonal univariate time series models for forecasting water demand In: CEMAPRE Working Papers.
[Full Text][Citation analysis]
paper6
2009Clustering financial time series with variance ratio statistics In: CEMAPRE Working Papers.
[Full Text][Citation analysis]
paper11
2014Clustering financial time series with variance ratio statistics.(2014) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
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.
[Full Text][Citation analysis]
paper0
2009Sporting, financial and stock market performance in English football: an empirical analysis of structural relationships In: CEMAPRE Working Papers.
[Full Text][Citation analysis]
paper8
2010The structure of international stock market returns In: CEMAPRE Working Papers.
[Full Text][Citation analysis]
paper5
2010Recurrence quantification analysis of global stock markets In: CEMAPRE Working Papers.
[Full Text][Citation analysis]
paper18
2011Recurrence 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: 18
article
2012Determinants of innovation in a small open economy: A multidimensional perspective In: CEMAPRE Working Papers.
[Full Text][Citation analysis]
paper10
2013Determinants 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: 10
article
2013Human capital, social capital and organizational performance: A structural modeling approach In: CEMAPRE Working Papers.
[Full Text][Citation analysis]
paper2
2006A periodogram-based metric for time series classification In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article41
2016The impact of private labels on consumer store loyalty: An integrative perspective In: Journal of Retailing and Consumer Services.
[Full Text][Citation analysis]
article18
2021The relationship between Financial Inclusion and Monetary Stability in Mozambique: Analysis based on an Error Correction Model (VECM) In: Working Papers Department of Economics.
[Full Text][Citation analysis]
paper0
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.
[Full Text][Citation analysis]
paper0
2021On the classification of financial data with domain agnostic features In: Working Papers REM.
[Full Text][Citation analysis]
paper0
2004MODELLING AND FORECASTING THE VOLATILITY OF THE PORTUGUESE STOCK INDEX PSI-20 In: Portuguese Journal of Management Studies.
[Full Text][Citation analysis]
article5
2004Modelling 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
2009Comparison of time series with unequal length in the frequency domain In: MPRA Paper.
[Full Text][Citation analysis]
paper13
2007Is there an identity within international stock market volatilities? In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2007A GARCH-based method for clustering of financial time series: International stock markets evidence In: MPRA Paper.
[Full Text][Citation analysis]
paper8
2006An interpolated periodogram-based metric for comparison of time series with unequal lengths In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2005Discrimination between deterministic trend and stochastic trend processes In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2006Previsão da eficácia ofensiva do futebol profissional: Um caso Português In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2002Determinantes do desempenho académico nos cursos de contabilidade In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2007Comparison of time series with unequal length In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2007Identifying common spectral and asymmetric features in stock returns In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2008Identifying the evolution of stock markets stochastic structure after the euro In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2007Forecasting water consumption in Spain using univariate time series models In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2020A fragmented-periodogram approach for clustering big data time series In: Advances in Data Analysis and Classification.
[Full Text][Citation analysis]
article0
2015Do Private Labels Lead to Store Loyalty? An Integrated Framework of Analysis Using a Structural Equation Modeling Approach In: Springer Proceedings in Business and Economics.
[Citation analysis]
chapter0
2021The contribution of digital financial services to financial inclusion in Mozambique: an ARDL model approach In: Applied Economics.
[Full Text][Citation analysis]
article0
2011Human capital and social capital in entrepreneurs and managers of small and medium enterprises In: Journal of Business Economics and Management.
[Full Text][Citation analysis]
article2
2020Population aging and inflation: evidence from panel cointegration In: Journal of Applied Economics.
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team