João Frois Caldeira

Economics and Econometrics · 2013

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 7 citations into it
• Management Science and Operations Research — 6 citations into it

Whom João Frois Caldeira trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Eric R. Ziegel

Papers from João Frois Caldeira's perspective

Ordered by how strongly the researchers João Frois Caldeira trusts endorse each paper. Same corpus, a different order for every researcher.

1. Analysis of Financial Time Series
2. Applied Logistic Regression (Technometrics)
3. Generalized Linear Models
4. Projection Pursuit Regression
5. Applied Statistics and Probability for Engineers (Technometrics)
6. Multivariate T-Distributions and Their Applications
7. A Reality Check for Data Snooping
8. The stationary bootstrap
9. The Cross Section of Expected Stock Returns
10. In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Social Science Research Network)

Their papers

• Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy (2013) — 111 citations