Jorge Caiado : Citation Profile


Are you Jorge Caiado?

Universidade de Lisboa

7

H index

5

i10 index

139

Citations

RESEARCH PRODUCTION:

11

Articles

24

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 7
   Journals where Jorge Caiado has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 14 (9.15 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca349
   Updated: 2021-10-09    RAS profile: 2021-09-11    
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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:

Otranto, Edoardo (7)

Maharaj, Elizabeth (5)

D'Urso, Pierpaolo (5)

Gil-Alana, Luis (3)

Egbetokun, Abiodun (3)

Durante, Fabrizio (3)

Sanchez, Juana (3)

Galagedera, Don (3)

Majdosz, Paweł (2)

Zazzaro, Alberto (2)

Gallo, Giampiero (2)

Cites to:

Peña, Daniel (18)

Crato, Nuno (17)

Mantegna, Rosario (16)

Engle, Robert (13)

Bollerslev, Tim (12)

Afonso, Antonio (8)

Maharaj, Elizabeth (8)

Reichlin, Lucrezia (8)

Sousa, Ricardo (5)

Chou, Ray (5)

Jagannathan, Ravi (4)

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

Recent works citing Jorge Caiado (2021 and 2020)


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

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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.

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

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2020On Classifying the Effects of Policy Announcements on Volatility. (2020). Otranto, Edoardo ; Gallo, Giampiero ; Lacava, D. In: Working Paper CRENoS. RePEc:cns:cnscwp:202008.

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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.

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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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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.

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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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2021Consumer 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.

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2021Towards 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.

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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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2021Clustering 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.

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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.

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2020Development 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.

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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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2020Robust 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.

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2020The 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.

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Works by Jorge Caiado:


YearTitleTypeCited
2009Identifying common dynamic features in stock returns In: CEMAPRE Working Papers.
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paper4
2009Identifying common dynamic features in stock returns.(2009) In: MPRA Paper.
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paper
2010Identifying common dynamic features in stock returns.(2010) In: Quantitative Finance.
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article
2009Performance of combined double seasonal univariate time series models for forecasting water demand In: CEMAPRE Working Papers.
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paper7
2009Clustering financial time series with variance ratio statistics In: CEMAPRE Working Papers.
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paper12
2014Clustering financial time series with variance ratio statistics.(2014) In: Quantitative Finance.
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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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paper4
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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paper17
2011Recurrence quantification analysis of global stock markets.(2011) In: Physica A: Statistical Mechanics and its Applications.
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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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article39
2016The impact of private labels on consumer store loyalty: An integrative perspective In: Journal of Retailing and Consumer Services.
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article14
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
2021On the classification of financial data with domain agnostic features In: Working Papers REM.
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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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paper
2009Comparison of time series with unequal length in the frequency domain In: MPRA Paper.
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paper11
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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paper8
2006An interpolated periodogram-based metric for comparison of time series with unequal lengths In: MPRA Paper.
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paper0
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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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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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
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.
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2021The contribution of digital financial services to financial inclusion in Mozambique: an ARDL model approach In: Applied Economics.
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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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article1
2020Population aging and inflation: evidence from panel cointegration In: Journal of Applied Economics.
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