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ISEG  >  Matemática  >  JORGE CAIADO

Research Link

Refereed papers Link

[32]      CAIADO, J.  and LÚCIO, F. (2023). “Stock Market Forecasting Accuracy of Asymmetric GARCH Models during the COVID-19 Pandemic”, The North American Journal of Economics and Finance, Elsevier, https://doi.org/10.1016/j.najef.2023.101971

[31]      FERNANDES, C., BORGES, M. R., MACOMBE, E. and CAIADO, J. (2023). “Measuring an equilibrium long-run relationship between financial inclusion and monetary stability in Mozambique”, Applied Economics, Taylor & Francis, https://doi.org/10.1080/00036846.2023.2203457 

[30]        LÚCIO, F. and CAIADO, J. (2022). "COVID-19 and Stock Market Volatility: A Clustering Approach for S&P 500 Industry Indices", Finance Research Letters, Elsevier, 49, 103141.

[29]        GRAÇA, J., CAIADO, J. and CORREIA, R. G. (2022). “On the Values and Attitudes of Economics Student in Portugal”, Revista de Sociologia e Política, 30, 1-19. 

[28]        BASTOS, J. and CAIADO, J. (2021). “On the classification of financial data with domain agnostic features”, International Journal of Approximate Reasoning, 138, 1-11, Elsevier. 

[27]        FRANCISCO, P., MOREIRA, S. and CAIADO, J. (2021). “Identifying differences and similarities between donors regarding the long-term allocation of official development assistance”, Development Studies Research, Taylor & Francis, 8, 181-198. Citations: Scopus (1). 

[26]        FERNANDES, C., BORGES, M. R. and CAIADO, J. (2020). “The Contribution of Digital Financial Services to Financial Inclusion in Mozambique: An ARDL Model Approach”, Applied Economics, Taylor & Francis, 53, 400-409. Citations: Scopus (1) and Google Schoolar (4). 

[25]        ALBUQUERQUE, P, CAIADO, J. and PEREIRA, A. (2020). "Population aging and inflation: Evidence from panel cointegration", Journal of Applied Economics, Taylor & Francis, 23, 469-484. Citations: Scopus (1) and Google Schoolar (4).

[24]        GRAÇA, J., CORREIA, R. G. and CAIADO, J. (2020). "Sociopolitical values, attitudes and behaviors of Portuguese economics students", Sociologia, Problemas e Práticas, 92, 111-132. 

[23]        CAIADO, J., CRATO, N. and PONCELA, P. (2020). "A fragmented-periodogram approach for clustering big data time series", Advances in Data Analysis and Classification, Springer, 14, 117–146. Citations: Scopus (3) and Google Schoolar (6). 

[22]     COELHO DO VALE, R., MATOS, P. V. and CAIADO, J. (2016): “The impact of private labels on consumer store loyalty: An integrative perspective”, Journal of Retailing and Consumer Services, Elsevier, 28, 179–188. Citations: Scopus (28), ISI (27) and Google Schoolar (66). 

[21]     FELÍCIO, J. A., COUTO, E. and CAIADO, J. (2014). “Human Capital, Social Capital and Organizational Performance”, Management Decision, 52, 350-364. Citations: Scopus (82), ISI (66) and Google Schoolar (281). 

[20]     BASTOS, J. A. and CAIADO, J. (2014). Clustering financial time series with variance ratio statistics”, Quantitative Finance, Taylor & Francis, 14, 2121-2133. 

[19]     CARVALHO, L., COSTA, M. T. and CAIADO, J. (2013). "Determinants of innovation in a small open economy: A multidimensional perspective", Journal of Business Economics and Management, Taylor & Francis, 14, 583-600. 

[18]     FELÍCIO, J. A., COUTO, E. and CAIADO, J. (2012). "Human capital and social capital in entrepreneurs and managers of small and medium enterprises”, Journal of Business Economics and Management, Taylor & Francis, 13, 395-420. 

[17]     CAIADO, J., N. CRATO and D. PEÑA (2012). “Tests for comparing time series of unequal lengths”, Journal of Statistical Computation and Simulation, Taylor & Francis, 82, 1715-1725. Citations: Scopus (3), ISI (2) and Google Schoolar (4).

[16]     BASTOS, J. A. and CAIADO, J. (2011). "Recurrence quantification analysis of global stock markets", Physica A: Statistical Mechanics and its Applications, Elsevier, 390, 1315-1325.

[15]     CAIADO, J. and N. CRATO (2010). “Identifying common dynamic features in stock returns”, Quantitative Finance, 10, 797-807. 

[14]     CAIADO, J. (2010). "Performance of combined double seasonal univariate time series models for forecasting water demand", Journal of Hydrologic Engineering, 15, 215-222.

[13]     CAIADO, J., N. CRATO and D. PEÑA (2009). “Comparison of time series with unequal length in the frequency domain”, Communications in Statistics: Simulation and Computation, 38, 527-540. 

[12]     CAIADO, J. (2007). "Forecasting water consumption in Spain using univariate time series models", in: Proceedings of the 2nd Spanish IEEE Computational Intelligence Society (Edited by Ignacio R. Ruiz and Hector P. Cintas), Thomson, 415-423.

[11]     CAIADO, J., N. CRATO and D. PEÑA (2006). “A periodogram-based metric for time series classification”, Computational Statistics & Data Analysis, Elsevier, 50, 2668-2684. 

[10]     CAIADO, J., N. CRATO e D. PEÑA (2006). An interpolated periodogram-based metric for comparison of time series with unequal lengths”, Proceedings of the 2006 Joint Statistical Meetings, Section on Statistical Computing, American Statistical Association, Seattle (USA), 2016-2018.

[9]     CAIADO, J., A. BONITO, C. REIS, F. FERNANDES and A. VIEIRA (2006). “Previsão da eficácia ofensiva do futebol profissional: Um caso Português”, Gestin, Nº4/5, 83-91.

[8]     CAIADO, J. e N. CRATO (2005). Discrimination between deterministic trend and stochastic trend processes”, in: Applied Stochastic Models and Data Analysis (Edited by Jacques Janssen and Philippe Lenca), 14th International Conference on Applied Stochastic Models and Data Analysis, 1419-1424, Brest (France), 1419-1424. 

[7]     CAIADO, J., N. CRATO and D. PEÑA (2004). “Classificação e agrupamento de séries temporais: Desenvolvimentos recentes”, in: Estatística Jubilar (Ed. C. A Braumann, P. Infante, M. M. Oliveira, R. Alpízar-Jara, F. Rosado), Proceedings of the 12th Portuguese Statistical Society Conference, 125-132.

[6]     CAIADO, J. (2004). “Modelling and forecasting the volatility of the Portuguese Stock Index PSI-20”, Portuguese Journal of Management Studies, XI, nº1, 3-21.

[5]     CAIADO, J. (2003). “Modelização da taxa de juro do crédito a particulares: Uma abordagem ARIMA com análise de intervenção e detecção de outliers”, Gestin, Ano II, nº 2, 179-190

[4]     CAIADO, J. e P. MADEIRA (2002). “Determinantes do desempenho académico nos cursos de contabilidade”, Psicologia, Educação e Cultura, VI, nº1, 171-184. 

[3]     CAIADO, J. (2002). “Cointegração e causalidade entre taxas de juro e inflação em Portugal”, Gestin, Ano I, nº 1, 107-118. 

[2]     CAIADO, J., N. CRATO and D. PEÑA (2003). “Uma métrica baseada no periodograma para classificar séries temporais”, in: Estatística com Acaso e Necessidade (Ed. P. Rodrigues, E. Rebelo e F. Rosado), Proceedings of the 11th Portuguese Statistical Society Conference, 135-142.

[1]     CAIADO, J. (2002). “Modelos VAR, taxas de juro e inflação”, in: Literacia e Estatística (Ed. P. Brito, A. Figueiredo, F. Sousa, P. Teles e F. Rosado), Proceedings of the 10th Portuguese Statistical Society Conference, 215-228.