Nonlinear event detection in the Chilean stock market

Applied Economics Letters

Volumn 14, Issue 13, 2007, Pages 987-991

  Romero Meza, Rafael ^a,b   Bonilla, Claudio A ^c   Hinich, Melvin J ^d  

^a UNIVERSIDAD ADOLFO IBÁÑEZ   (Chile)

^b UNIVERSITY OF CHILE   (Chile)

^c UNIVERSIDAD DEL DESARROLLO   (Chile)

^d UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION; DETECTION METHOD; NONLINEARITY; STOCK MARKET;

CHILE; SOUTH AMERICA;

EID: 35349024865     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504850600706024     Document Type: Article

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