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Christian Espinosa, Juan Gorigoitía, Carlos Maquieira & João Paulo Vieito. (2014) Nonlinear behaviour in EMBI series from Eastern Europe: evidence of ‘window size effect’. Applied Economics Letters 21:2, pages 107-112.
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Kian-Ping Lim & RobertD. Brooks. (2009) On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process: a further note. Applied Economics Letters 16:6, pages 649-652.
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Claudio A. Bonilla, Carlos P. Maquieira & Rafael Romero-Meza. (2008) Nonlinear behaviour of emerging market bonds spreads: the Latin American case. Applied Economics 40:20, pages 2697-2702.
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Rafael Romero-Meza, Claudio A. Bonilla & Melvin J. Hinich. (2007) Nonlinear event detection in the Chilean stock market. Applied Economics Letters 14:13, pages 987-991.
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Claudio A. Bonilla, Rafael Romero-Meza & Melvin J. Hinich. (2007) GARCH inadequacy for modelling exchange rates: empirical evidence from Latin America. Applied Economics 39:19, pages 2529-2533.
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Claudio A. Bonilla, Rafael Romero-Meza & Carlos Maquieira. (2010) NONLINEARITIES AND GARCH INADEQUACY FOR MODELING STOCK MARKET RETURNS: EMPIRICAL EVIDENCE FROM LATIN AMERICA. Macroeconomic Dynamics 15:5, pages 713-724.
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Kian-Ping Lim & Robert Brooks. (2011) THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE. Journal of Economic Surveys 25:1, pages 69-108.
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L. Zunino, B. M. Tabak, D. G. Pérez, M. Garavaglia & O. A. Rosso. (2007) Inefficiency in Latin-American market indices. The European Physical Journal B 60:1, pages 111-121.
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Kian-Ping Lim, Melvin Hinich & Robert Darren Brooks. (2006) Events that Shook the Market: An Insight from Nonlinear Serial Dependencies in Intraday Returns. SSRN Electronic Journal.
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Kian-Ping Lim, Robert Darren Brooks & Melvin Hinich. (2006) Testing the Assertion that Emerging Asian Stock Markets are Becoming More Efficient. SSRN Electronic Journal.
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GGkhan zer & Cengiz Tansel Ertokatll. (2010) Chaotic Processes of Common Stock Index Returns: An Empirical Examination on Istanbul Stock Exchange (ISE) Market. SSRN Electronic Journal.
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