Author

Name:
Jorge Caiado
REBIDES institution:
Universidade de Lisboa - Instituto Superior de Economia e Gestão (2015)
Articles 2:

Clustering Financial Time Series with Variance Ratio Statistics
João Bastos, Jorge Caiado
Quantitative Finance, vol. 14, 2014, p. 2121-2133.

Identifying Common Dynamic Features in Stock Returns
Jorge Caiado, Nuno Crato
Quantitative Finance, vol. 10, 2010, p. 797-807.

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