Queuing theory applied to the optimal management of bank excess reserves C Taufemback, S Da Silva Physica A: Statistical Mechanics and its Applications 391 (4), 1381-1387, 2012 | 29 | 2012 |
Algorithmic complexity theory detects decreases in the relative efficiency of stock markets in the aftermath of the 2008 financial crisis C Taufemback, R Giglio, S Da Silva Economics Bulletin 31 (2), 1631-1647, 2011 | 13 | 2011 |
Testing the efficiency of metal's market: new evidence from a generalized spectral test R Pathak, RD Gupta, CG Taufemback, AK Tiwari Studies in Economics and Finance 37 (2), 311-321, 2020 | 5 | 2020 |
Non‐parametric short‐and long‐run Granger causality testing in the frequency domain CG Taufemback Journal of Time Series Analysis 44 (1), 69-92, 2023 | 3 | 2023 |
Asymptotic Behavior of Temporal Aggregation in Mixed‐Frequency Datasets CG Taufemback Oxford Bulletin of Economics and Statistics 85 (4), 894-909, 2023 | 2 | 2023 |
Spectral analysis informs the proper frequency in the sampling of financial time series data C Taufemback, S Da Silva Physica A: Statistical Mechanics and its Applications 390 (11), 2067-2073, 2011 | 2 | 2011 |
Unit-Weibull autoregressive moving average models G Pumi, TS Prass, CG Taufemback TEST, 1-26, 2023 | 1 | 2023 |
A Sequential Bayesian Change-Point Analysis of BRICS Currency Returns AK Tiwari, CG Taufemback, S Kumar Journal of Quantitative Economics 19, 393-402, 2021 | 1 | 2021 |
Unit-Weibull autoregressive moving average models (OCT, 10.1007/s11749-023-00893-8, 2023) G Pumi, TS Prass, CG Taufemback TEST, 2023 | | 2023 |
Landscape ecology and urban spatial configuration: Exploring a methodological relationship. Application in Pelotas, Brazil BHA d'Acampora, C Maraschin, CG Taufemback Ecological Modelling 486, 110530, 2023 | | 2023 |
A Robust Test for Monotonicity in Asset Returns MS Cleiton G Taufemback, Victor Troster Journal of Time Series Econometrics 14 (1), 1-24, 2022 | | 2022 |
Três ensaios em econofísica CG Taufemback | | 2012 |