Details about Cleiton Guollo Taufemback

Access statistics for papers by Cleiton Guollo Taufemback.

Last updated 2024-04-05. Update your information in the RePEc Author Service.

Short-id: pta382

Working Papers

2011

1. Queuing theory applied to the optimal management of bank excess reserves
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Queuing theory applied to the optimal management of bank excess reserves, Physica A: Statistical Mechanics and its Applications, Elsevier (2012) (2012)
2. Spectral Analysis Informs the Proper Frequency in the Sampling of Financial Time Series Data
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Spectral analysis informs the proper frequency in the sampling of financial time series data, Physica A: Statistical Mechanics and its Applications, Elsevier (2011) (2011)

Journal Articles

2024

1. Publisher Correction: Unit-Weibull autoregressive moving average models
   TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2024, 33, (1), 358-359
2. Unit-Weibull autoregressive moving average models
   TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2024, 33, (1), 204-229

2023

3. Asymptotic Behavior of Temporal Aggregation in Mixed‐Frequency Datasets
   Oxford Bulletin of Economics and Statistics, 2023, 85, (4), 894-909
4. Landscape ecology and urban spatial configuration: Exploring a methodological relationship. Application in Pelotas, Brazil
   Ecological Modelling, 2023, 486, (C)
5. Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain
   Journal of Time Series Analysis, 2023, 44, (1), 69-92

2022

6. A Robust Test for Monotonicity in Asset Returns
   Journal of Time Series Econometrics, 2022, 14, (1), 1-24

2021

7. A Sequential Bayesian Change-Point Analysis of BRICS Currency Returns
   Journal of Quantitative Economics, 2021, 19, (2), 393-402

2020

8. Testing the efficiency of metal's market: new evidence from a generalized spectral test
   Studies in Economics and Finance, 2020, 37, (2), 311-321 View citations (1)

2012

9. Queuing theory applied to the optimal management of bank excess reserves
   Physica A: Statistical Mechanics and its Applications, 2012, 391, (4), 1381-1387
   See also Working Paper Queuing theory applied to the optimal management of bank excess reserves, MPRA Paper (2011) (2011)

2011

10. Algorithmic complexity theory detects decreases in the relative efficiency of stock markets in the aftermath of the 2008 financial crisis
    Economics Bulletin, 2011, 31, (2), 1631-1647 View citations (2)
11. Spectral analysis informs the proper frequency in the sampling of financial time series data
    Physica A: Statistical Mechanics and its Applications, 2011, 390, (11), 2067-2073
    See also Working Paper Spectral Analysis Informs the Proper Frequency in the Sampling of Financial Time Series Data, MPRA Paper (2011) (2011)