8
H index
6
i10 index
172
Citations
Jorge Caiado : Citation Profile
Universidade de Lisboa | RESEARCH PRODUCTION: 13 Articles 25 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (2002 - 2023). 
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 |
Recent works citing Jorge Caiado (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | 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 |
| 2023 | Network log-ARCH models for forecasting stock market volatility. (2023). Otto, Philipp ; Mattera, Raffaele. In: Papers. RePEc:arx:papers:2303.11064. Full description at Econpapers || Download paper |
| 2023 | Online Evidential Nearest Neighbour Classification for Internet of Things Time Series. (2023). Ravishanker, Nalini ; Toman, Patrick ; Lally, Nathan ; Rajasekaran, Sanguthevar. In: International Statistical Review. RePEc:bla:istatr:v:91:y:2023:i:3:p:395-426. Full description at Econpapers || Download paper |
| 2023 | Population aging and eco-tourism efficiency: Ways to promote green recovery. (2023). Chen, Hui ; Yang, Qin ; Shang, Yunfeng ; Xu, DA. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:1-9. Full description at Econpapers || Download paper |
| 2023 | Examining financial and business cycle interaction using cross recurrence plot analysis. (2023). Egan, Paul ; Ashe, Sinead. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006377. Full description at Econpapers || Download paper |
| 2023 | State-level Taylor rule and monetary policy stress. (2023). Gajewski, Pawe ; Duran, Hasan Engin. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:1:p:89-120. Full description at Econpapers || Download paper |
| 2023 | A TGARCH Quantification of the Average Effect of COVID-19 Cases on Share Prices by Sector: Comparing the US and the UK. (2023). Mihailov, Alexander ; Markovski, Minko ; Hassan, Hussein. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-15. Full description at Econpapers || Download paper |
| 2023 | Dynamic correlation and hedging strategy between Bitcoin prices and stock market during the Russo-Ukrainian war. (2023). Chkili, Walid ; Gaies, Mariem. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:2:d:10.1007_s40822-023-00231-1. Full description at Econpapers || Download paper |
| 2023 | Nonlinear dynamics in Divisia monetary aggregates: an application of recurrence quantification analysis. (2023). Serletis, Apostolos ; Karakasidis, Theodoros E ; Fragkou, Athanasios D ; Andreadis, Ioannis. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00419-5. 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 | 5 |
| 2009 | Identifying common dynamic features in stock returns.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2010 | Identifying common dynamic features in stock returns.(2010) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2009 | Performance of combined double seasonal univariate time series models for forecasting water demand In: CEMAPRE Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2009 | Clustering financial time series with variance ratio statistics In: CEMAPRE Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2014 | Clustering financial time series with variance ratio statistics.(2014) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | 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 | 9 |
| 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 | 23 |
| 2011 | Recurrence quantification analysis of global stock markets.(2011) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
| 2012 | Determinants of innovation in a small open economy: A multidimensional perspective In: CEMAPRE Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 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 nother version. Agregated cites: 10 | 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 | 46 |
| 2023 | Stock market forecasting accuracy of asymmetric GARCH models during the COVID-19 pandemic In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2022 | COVID-19 and Stock Market Volatility: A Clustering Approach for S&P 500 Industry Indices In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 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 | 18 |
| 2021 | The 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] | paper | 0 |
| 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 nother 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 | 13 |
| 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 | 1 |
| 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 | 1 |
| 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 |
| 2020 | Population aging and inflation: evidence from panel cointegration In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team