Caiado, Jorge and Crato, Nuno (2007): A GARCH-based method for clustering of financial time series: International stock markets evidence. Forthcoming in: Proceedings of the XIIth Applied Stochastic Models and Data Analysis International Conference
Caiado, Jorge; Crato, Nuno and Peña, Daniel (2006): An interpolated periodogram-based metric for comparison of time series with unequal lengths. Published in: Proceedings of the 2006 Joint Statistical Meetings, American Statistical Association
Caiado, Jorge; Crato, Nuno and Peña, Daniel (2007): Comparison of time series with unequal length. Unpublished.
Caiado, Jorge; Crato, Nuno and Peña, Daniel (2009): Comparison of time series with unequal length in the frequency domain. Published in: Communications in Statistics: Simulation and Computation , Vol. 38, (April 2009): pp. 527-542.
Caiado, Jorge and Madeira, Paulo (2002): Determinantes do desempenho académico nos cursos de contabilidade. Published in: Psicologia, Educação e Cultura , Vol. XI, No. Nº1 (2002): pp. 171-184.
Caiado, Jorge and Crato, Nuno (2005): Discrimination between deterministic trend and stochastic trend processes. Published in: Proceedings of the XIth International Conference on Applied Stochastic Models and Data Analysis : pp. 1419-1424.
Caiado, Jorge and Crato, Nuno (2009): Identifying common dynamic features in stock returns. Unpublished.
Caiado, Jorge and Crato, Nuno (2007): Identifying common spectral and asymmetric features in stock returns. Unpublished.
Caiado, Jorge and Crato, Nuno (2008): Identifying the evolution of stock markets stochastic structure after the euro. Unpublished.
Caiado, Jorge; Crato, Nuno and Peña, Daniel (2007): Is there an identity within international stock market volatilities? Forthcoming in: Proceedings of the 11th International Conference on Macroeconomics Analysis and International Finance
Caiado, Jorge (2004): Modelling and forecasting the volatility of the portuguese stock index PSI-20. Published in: Portuguese Journal of Management Studies , Vol. XI, No. Nº1 (2004): pp. 3-21.
Caiado, Jorge (2004): Modelling and forecasting the volatility of the portuguese stock index PSI-20. Published in: Portuguese Journal of Management Studies , Vol. XI, No. Nº1 (2004): pp. 3-21.
Caiado, Jorge (2009): Performance of combined double seasonal univariate time series models for forecasting water consumption. Unpublished.
Caiado, Jorge; Vieira, Aníbal; Bonito, Ana; Reis, Carlos and Fernandes, Francisco (2006): Previsão da eficácia ofensiva do futebol profissional: Um caso Português. Forthcoming in: Gestin (2006)
