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Jorge Caiado

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Papers by Jorge Caiado

Time Series Clustering and Classification

Journal of the American Statistical Association, 2020

Big-Data Time Series Clustering Using Fragmented Autocorrelations

Determinantes do desempenho académico nos cursos de contabilidade [Determinants of the academic performance in undergraduate courses of accounting]

MPRA Paper, 2002

Stock Market Forecasting Accuracy of Asymmetric GARCH Models during the COVID-19 Pandemic

The North American Journal of Economics and Finance, Jul 1, 2023

Traditional cluster analysis

Dirichlet Process Mixtures and Nonparametric Bayesian Approaches to Clustering

COVID-19 and Stock Market Volatility: A Clustering Approach for S&P 500 Industry Indices

Finance Research Letters, Oct 1, 2022

Comparison of Times Series with Unequal Length in the Frequency Domain

Communications in Statistics - Simulation and Computation, Feb 19, 2009

Fuzzy clustering

Chapman and Hall/CRC eBooks, Mar 19, 2019

Model-based clustering

Clustering financial time series with variance ratio statistics

RePEc: Research Papers in Economics, Sep 1, 2009

Recurrence quantification analysis of global stock markets

RePEc: Research Papers in Economics, Dec 1, 2010

Clustering financial time series with variance ratio statistics

Quantitative Finance, Oct 23, 2012

Recurrence quantification analysis of global stock markets

Physica D: Nonlinear Phenomena, Apr 1, 2011

On the classification of financial data with domain agnostic features

RePEc: Research Papers in Economics, 2021

Performance of combined double seasonal univariate time series models for forecasting water demand

RePEc: Research Papers in Economics, May 1, 2009

On the values and attitudes of economics students in Portugal

Revista de Sociologia e Política, 2022

Performance of Combined Double Seasonal Univariate Time Series Models for Forecasting Water Demand

Journal of Hydrologic Engineering, Mar 1, 2010

Identifying common dynamic features in stock returns

Quantitative Finance, Aug 1, 2010

Discrimination between deterministic trend and stochastic trend processes

RePEc: Research Papers in Economics, 2005

Time Series Clustering and Classification

Journal of the American Statistical Association, 2020

Big-Data Time Series Clustering Using Fragmented Autocorrelations

Determinantes do desempenho académico nos cursos de contabilidade [Determinants of the academic performance in undergraduate courses of accounting]

MPRA Paper, 2002

Stock Market Forecasting Accuracy of Asymmetric GARCH Models during the COVID-19 Pandemic

The North American Journal of Economics and Finance, Jul 1, 2023

Traditional cluster analysis

Dirichlet Process Mixtures and Nonparametric Bayesian Approaches to Clustering

COVID-19 and Stock Market Volatility: A Clustering Approach for S&P 500 Industry Indices

Finance Research Letters, Oct 1, 2022

Comparison of Times Series with Unequal Length in the Frequency Domain

Communications in Statistics - Simulation and Computation, Feb 19, 2009

Fuzzy clustering

Chapman and Hall/CRC eBooks, Mar 19, 2019

Model-based clustering

Clustering financial time series with variance ratio statistics

RePEc: Research Papers in Economics, Sep 1, 2009

Recurrence quantification analysis of global stock markets

RePEc: Research Papers in Economics, Dec 1, 2010

Clustering financial time series with variance ratio statistics

Quantitative Finance, Oct 23, 2012

Recurrence quantification analysis of global stock markets

Physica D: Nonlinear Phenomena, Apr 1, 2011

On the classification of financial data with domain agnostic features

RePEc: Research Papers in Economics, 2021

Performance of combined double seasonal univariate time series models for forecasting water demand

RePEc: Research Papers in Economics, May 1, 2009

On the values and attitudes of economics students in Portugal

Revista de Sociologia e Política, 2022

Performance of Combined Double Seasonal Univariate Time Series Models for Forecasting Water Demand

Journal of Hydrologic Engineering, Mar 1, 2010

Identifying common dynamic features in stock returns

Quantitative Finance, Aug 1, 2010

Discrimination between deterministic trend and stochastic trend processes

RePEc: Research Papers in Economics, 2005