Applied econometricians tend to show a long neglect for the proper frequency to be considered while sampling the time series data. The present study shows how spectral analysis can be usefully employed to fix this problem. The case is illustrated with ultra-high-frequency data and daily prices...

Although the economic literature on the optimal management of bank excess reserves is age-old and large, here we suggest a fresh, more practical approach based on queuing theory.

Although the economic literature on the optimal management of bank excess reserves is age-old and large, here we suggest a fresh, more practical approach based on queuing theory.

Although the economic literature on the optimal management of bank excess reserves is age-old and large, here we suggest a fresh, more practical approach based on queuing theory.

Applied econometricians tend to show a long neglect for the proper frequency to be considered while sampling the time series data. The present study shows how spectral analysis can be usefully employed to fix this problem. The case is illustrated with ultra-high-frequency data and daily prices...

The relative efficiency of financial markets can be evaluated using algorithmic complexity theory. Using this approach we detect decreases in efficiency rates of the major stocks listed on the Sao Paulo Stock Exchange in the aftermath of the 2008 financial crisis.