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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 ...
About our celebrative and innovative way of life. Expect our SPIRITS to get even freer than before. New records from VAHAGN, JORGE CAIADO, TNT SUBHEAD, KA§PAR, JOHNWAYNES and more.
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: [email protected]. pt This presentation includes joint work with Jorge Caiado ...
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