Jorge Caiado

Working Paper File Downloads Abstract Views; Last month: 3 months: 12 months: Total: Last month: 3 months: 12 months: Total: A GARCH-based method for clustering of financial time series: International ...

By Jorge Caiado, Aníbal Vieira, Ana Bonito, Carlos Reis and Francisco Fernandes; Abstract: The forecast plays an important role in the planning, the decision-making and control in ...

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By Jorge Caiado and Nuno Crato; Abstract: Most of economic and financial time series have a nonstationary behavior. There are different types of nonstationary

... AND NONPARAMETRIC METHODS FOR COMPARING FINANCIAL TIME SERIES Nuno Crato Cemapre and ISEG, UTL e-mail: ncrato@iseg.utl. pt This presentation includes joint work with Jorge Caiado ...