Measuring an equilibrium long-run relationship between financial inclusion and monetary stability in Mozambique
C. Fernandes, M. R. Borges, E. Macombe and J. Caiado
Applied Economics, (2023).
Stock Market Forecasting Accuracy of Asymmetric GARCH Models during the COVID-19 Pandemic
J. Caiado and F. Lúcio
The North American Journal of Economics and Finance 68, 101971 (2023).
COVID-19 and Stock Market Volatility: A Clustering Approach for S&P 500 Industry Indices
F. Lúcio and J. Caiado
Finance Research Letters 49, 103141 (2022).
On the values and attitudes of economics students in Portugal
J. Graça, J. Caiado and R. Correia
Revista de Sociologia e Política 30, 1-19 (2022).
Identifying differences and similarities between donors regarding the long-term allocation of official development assistance
P. Francisco, S. Moreira and J. Caiado
Development Studies Research 8, 181-198 (2021).
On the classification of financial data with domain agnostic features
J. A. Bastos and J. Caiado
International Journal of Approximate Reasoning 138, 1-11 (2021).
Aging population and inflation: Evidence from panel cointegration
P. Albuquerque, J. Caiado and A. Pereira
Journal of Applied Economics 23, 469-484 (2020).
Sociopolitical values, attitudes and behaviors of Portuguese economics students
J. Graça, R. Correia and J. Caiado
Sociologia, Problemas e Práticas 92, 111-132 (2020).
The Contribution of Digital Financial Services to Financial Inclusion in Mozambique: An ARDL Model Approach
C. Fernandes, M. R. Fernandes and J. Caiado
Applied Economics, (2020).
A fragmented-periodogram approach for clustering big data time series
J. Caiado, N. Crato and P. Poncela
Advances in Data Analysis and Classification, (2019).
The Impact of Private Labels on Consumer Store Loyalty: an Integrative Perspective
R. C. Vale, P. V. Matos and J. Caiado
Journal of Retailing and Consumer Services 28, 179-188 (2016).
Clustering financial time series with variance ratio statistics
J. A. Bastos and J. Caiado
Quantitative Finance 14, 2121-2133 (2014).
Human capital, social capital and organizational performance
A. Felício, E. Couto and J. Caiado
Management Decision 52, 350-364 (2014).
Determinants of innovation in a small open economy: a multidimensional perspective
L. Carvalho, T. Costa and J. Caiado
Journal of Business Economics and Management 14, 583-600 (2013).
Human capital and social capital in entrepreneurs and managers of small and medium enterprises
E. Couto, E. and J. Caiado
Journal of Business Economics and Management 13, 395-420 (2012).
Tests for comparing time series of unequal lengths
J. Caiado, N. Crato and D. Peña
Journal of Statistical Computation and Simulation 82, 1715-1725 (2012).
Recurrence quantification analysis of global stock markets
J. A. Bastos and J. Caiado
Physica A: Statistical Mechanics and its Applications 390, 1315-1325 (2011).
Identifying common dynamic features in stock returns
J. Caiado and N. Crato
Quantitative Finance 10, 797-807 (2010).
Performance of combined double seasonal univariate time series models for forecasting water demand
J. Caiado
Journal of Hydrologic Engineering 15, 215-222 (2010).
Comparison of time series with unequal length in the frequency domain
J. Caiado, N. Crato and D. Peña
Communications in Statistics: Simulation and Computation 8, 527-542 (2009).
A periodogram-based metric for time series classification
J. Caiado, N. Crato and D. Peña
Computational Statistics and Data Analysis 50, 2668-2684 (2006).
Previsão da eficácia ofensiva do futebol profissional: um caso Português
J. Caiado, A. Bonito, C. Reis, F. Fernandes and A. Vieira
Gestin 4/5, 83-91 (2007).
Modelling and forecasting the volatility of the portuguese stock index PSI-20
J. Caiado
Portuguese Journal of Management Studies 11, 3-21 (2004).
Modelização da taxa de juro do crédito a particulares: uma abordagem ARIMA com análise de intervenção e detecção de outliers
J. Caiado
Gestin II nº 2, 179-190 (2003).
Cointegração e causalidade entre taxas de juro e inflação em Portugal
J. Caiado
Gestin Ano I nº1, 107-118 (2002).
Determinantes do desempenho académico nos cursos de contabilidade
J. Caiado and P. Madeira
Psicologia, Educação e Cultura VI nº 1, 171-184 (2002).
Prémio Nobel da Economia: o desenvolvimento de métodos estatísticos para análise de séries temporais económicas e financeiras
J. Caiado
Inforbanca XV 59, 27 (2004).
Desenvolvimentos recentes em métodos de previsão em economia e gestão
J. Caiado
Inforbanca XIV, 18-19 e 44-47 (2002).
Modelização na gestão bancária
J. Caiado
Inforbanca XII, 7-9 (1999).
Influência da inflação sobre as taxas de juro
J. Caiado
Inforbanca IX nº 35, 4-6 (1997).
Métodos de Previsão em Gestão com Aplicações em Excel
J. Caiado
ISBN: 978-989-561-219-2, Edições Sílabo 3ª Edição, (2022).
Time Series Clustering and Classification
E. A. Maharaj, P. D. Urso and J. Caiado
CRC Press, Taylor & Francis Group, (2019).
Métodos de Previsão em Gestão com aplicações em Excel
J. Caiado
Edições Sílabo, (2011).
Classification and clustering of time series
J. Caiado
Lambert Lambert Academic Publishing, Saarbrücken (Germany), (2010).
Gestão de Instituições Financeiras
J. Caiado
Edições Sílabo, (2006).
Do private labels lead to store loyalty? An integrative framework analysis using a structural equation approach
R. Vale, P. V. Matos and J. Caiado
in Advances in National Brand and Private Label Marketing, Francisco J. Martínez-López, Juan Carlos Gázquez-Abad, Raj Sethuraman (eds.), Springer, 167-175 (2015).
Time series clustering
J. Caiado, A. Rua and P. D'Urso
in Handbook of Cluster Analysis, C. Henning, M. Meila, F. Murtagh, R. Rocci (eds.), CRC, to appear (2013).
Comparison of financial time series using a TARCH-based distance
J. Caiado and N. Crato
in Proceedings in Computacional Statistics, COMPSTAT2008, Ed. Brito, Physica-Verlag, 875-882 (2008).
A GARCH-based method for clustering of financial time series: International stock markets evidence
J. Caiado and N. Crato
in Recent Advances in Stochastic Modeling and Data Analysis, Ed. Skiadas, World Scientific Publishing, Singapore, 542-551 (2007).
The macro impact of the Portuguese Constitutional Court decisions regarding the budgetary proposals of the Portuguese Budget Law (2013, 2014, 2015)
A. Afonso, M. S. Aubyn and J. Caiado
in Estudos de Homenagem a José Silva Lopes, Almedina, 87-105 (2018).
Forecasting water consumption in Spain using univariate time series models
J. Caiado
in Proceedings of the 2nd Spanish IEEE Computational Intelligence Society, Thomson, 415-423 (2007).
Is there a euro identity within international stock market volatilities?
J. Caiado, N. Crato and D. Peña
in Proceedings of the 11th International Conference on Macroeconomics Analysis and International Finance, Rethymmo, (2007).
An interpolated periodogram-based metric for comparison of time series with unequal lengths
J. Caiado, N. Crato and D. Peña
in Proceedings of the 2006 Joint Statistical Meetings, Section on Statistical Computing, American Statistical Association, 2016-2018 (2006).
Classificação de séries temporais: desenvolvimentos recentes
J. Caiado, N. Crato and D. Peña
in Proceedings of the 12th Portuguese Statistical Society Conference, Estatística Jubilar, 125-132 (2005).
Discrimination between deterministics trend and stochastic trend processes
J. Caiado and N. Crato
in Proceedings of the 11th International Conference on Applied Stochastic Models and Data Analysis, Brest, 1419-1424 (2005).
Uma métrica baseada no periodograma para classificar séries temporais
J. Caiado, N. Crato and D. Peña
in Proceedings of the 11th Portuguese Statistical Society Conference, Estatística com Acaso e Necessidade, 135-142 (2004).
Modelos VAR, taxas de juro e inflação
J. Caiado
in Literacia e Estatística, Actas do X Congresso Anual da Sociedade Portuguesa de Estatística, 215-228 (2003).
Interrelationships between human capital and social capital in small and medium sized firms: The effect of age and sector of activity
J. A. Felício, E. Couto and J. Caiado
preprint (2009).
Sporting, financial ans stock market performance in english football: an empirical analysis of structural relationships
A. Samagaio, E. Couto and J. Caiado
preprint (2009).
Identifying common spectral and asymmetric features in stock returns
J. Caiado and N. Crato
preprint (2007).
Métodos de Previsão em Finanças
J. Caiado
Associação Portuguesa de Bancos/ISGB, (2003).
Conceitos Fundamentais de Matemática
J. Caiado
Associação Portuguesa de Bancos/ISGB, (2002).
Estatística Aplicada I
J. Caiado
Associação Portuguesa de Bancos/ISGB, (2002).
Estatística Aplicada II
J. Caiado
Associação Portuguesa de Bancos/ISGB, (2002).
Introdução aos conceitos fundamentais de Matemática
J. Caiado
Associação Portuguesa de Bancos/ISGB, (2002).
Estatística para Finanças
J. Caiado
Associação Portuguesa de Bancos/ISGB, (2001).
The macro impact of the Portuguese Constitutional Court decisions regarding the budgetary proposals of the Portuguese Budget Law (2012, 2013, 2014)
A. Afonso, J. Caiado and M. St. Aubyn
preprint (2015).