7
H index
5
i10 index
139
Citations
Jorge Caiado : Citation Profile
Universidade de Lisboa | RESEARCH PRODUCTION: 11 Articles 24 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2002 - 2021). 
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 |
|---|---|
| Journal of Business Economics and Management | 2 |
| Quantitative Finance | 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 (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | 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 |
| 2021 | On 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 |
| 2021 | Divide-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 |
| 2021 | Nonparametric 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 |
| 2020 | On Classifying the Effects of Policy Announcements on Volatility. (2020). Otranto, Edoardo ; Gallo, Giampiero ; Lacava, D. In: Working Paper CRENoS. RePEc:cns:cnscwp:202008. Full description at Econpapers || Download paper |
| 2021 | Do 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 |
| 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 |
| 2021 | A 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 |
| 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 |
| 2021 | Consumer Preferences for Private Label Brand vs. National Brand Organic Juice and Eggs: A Latent Class Approach. (2021). Verbeke, Wim ; Minnens, Fien ; van Loo, Ellen J. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:13:p:7028-:d:580153. Full description at Econpapers || Download paper |
| 2021 | Towards Sustainable Private Labels in an Autonomous Community during COVID-19—Analysis of Consumer Behavior and Perception on the Example of Tenerife. (2021). Rostecka, Barbara ; Laskowski, Wacaw ; Gorska-Warsewicz, Hanna ; Czeczotko, Maksymilian. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:13:p:7467-:d:588392. 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 |
| 2021 | Clustering discrete-valued time series. (2021). McNicholas, Paul D ; Karlis, Dimitris ; Roick, Tyler. 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 |
| 2021 | Trimmed 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 |
| 2020 | Development of an efficient cluster-based portfolio optimization model under realistic market conditions. (2020). Khamseh, Alireza Arshadi ; Mahootchi, Masoud ; Massahi, Mahdi. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:5:d:10.1007_s00181-019-01802-5. 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 |
| 2020 | Robust fuzzy clustering based on quantile autocovariances. (2020). Vilar, J A ; Durso, P ; Lafuente-Rego, B. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:6:d:10.1007_s00362-018-1053-6. Full description at Econpapers || Download paper |
| 2020 | The impact of the results of football matches on the stock prices of soccer clubs. (2020). Wabik, Igor ; Lepaczuk, Robert. In: Working Papers. RePEc:war:wpaper:2020-35. 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 | 4 |
| 2009 | Identifying common dynamic features in stock returns.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Identifying common dynamic features in stock returns.(2010) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2009 | Performance of combined double seasonal univariate time series models for forecasting water demand In: CEMAPRE Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2009 | Clustering financial time series with variance ratio statistics In: CEMAPRE Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2014 | Clustering financial time series with variance ratio statistics.(2014) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | 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 | 4 |
| 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 | 17 |
| 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: 17 | 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 | 39 |
| 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 | 14 |
| 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 |
| 2021 | On the classification of financial data with domain agnostic features In: Working Papers REM. [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 | 11 |
| 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 | 8 |
| 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 |
| 2015 | Do 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] | chapter | 0 |
| 2021 | The contribution of digital financial services to financial inclusion in Mozambique: an ARDL model approach In: Applied Economics. [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 | 1 |
| 2020 | Population aging and inflation: evidence from panel cointegration In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team