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Guilherme de Oliveira Lima Cagliari Marques

PhD Centro de Engenharia Modelagem e Ciências Sociais Aplicadas · Universidade Federal do ABC

https://researchid.co/guilherme.lima
@ufabc.edu.br
5Scopus Publications

Recent Scopus Publications

  1. Dynamics of persistence in Brazilian economic uncertainty, expectation, and confidence indexes
    Finance Research Letters, 2024
  2. Jump detection in high-frequency financial data using wavelets
    International Journal of Wavelets Multiresolution and Information Processing, 2023
  3. Persistência e memória longa sazonal na série de desemprego da região metropolitana de São Paulo
    Economia Aplicada, 2011
  4. Empirical aspects of the Whittle-based maximum likelihood method in jointly estimating seasonal and non-seasonal fractional integration parameters
    Physica A Statistical Mechanics and Its Applications, 2011
  5. Evaluating the efficiency of fractional integration parameter estimators
    Journal of Statistical Computation and Simulation, 2010

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