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Applied Economics Letters Volume 14, 2007 - Issue 13
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Original Articles

Nonlinear event detection in the Chilean stock market

Rafael Romero-Meza Escuela de Negocios de Valparaíso, Universidad Adolfo Ibáñez, Av. Diagonal Las Torres 2640, Peñalolen, Santiago, Chile; Faculty of Economics and Business, Department of Management and Finance, University of Chile, Diagonal Paraguay 257, Santiago, ChileCorrespondence[email protected]
,
Claudio A. Bonilla Facultad de Economía y Negocios, Universidad del Desarrollo, Av. La Plaza 700, Las Condes, Santiago, Chile
&
Melvin J. Hinich Applied Research Laboratorios, The University of Texas at Austin, P. O. Box 8029, Austin Texas, USA
Pages 987-991 | Published online: 17 Oct 2007

Citations (16)

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ClaudioA. Bonilla & Jean Sepúlveda. (2011) Stock returns in emerging markets and the use of GARCH models. Applied Economics Letters 18:14, pages 1321-1325.
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Articles from other publishers (15)

Yosuke Nishikawa, Takaaki Yoshino, Toshiaki Sugie, Yoshiyuki Nakata, Kakeru Itou & Yukio Ohsawa. (2022) Explanatory Change Detection in Financial Markets by Graph-Based Entropy and Inter-Domain Linkage. Entropy 24:12, pages 1726.
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Yihong Zhang, Masumi Shirakawa, Yuanyuan Wang, Zhi Li & Takahiro Hara. (2022) Twitter-aided decision making: a review of recent developments. Applied Intelligence 52:12, pages 13839-13854.
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Morley. (2019) The Effects of Commodity Discoveries on Small Open Economies: Empirical Evidence from the Falkland Islands. Economies 7:4, pages 106.
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Mauricio Jara-Bertin & Jean P. Sepulveda. (2016) Earnings management and performance in family-controlled firms. Academia Revista Latinoamericana de Administración 29:1, pages 44-64.
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Elena Rusticelli, Semei Coronado & Leonardo Gatica Arreola. 2016. Financial Deepening and Post-Crisis Development in Emerging Markets. Financial Deepening and Post-Crisis Development in Emerging Markets 135 148 .
Semei Coronado Ramírez, Pedro Luis Celso Arellano & Omar Rojas. (2015) Adaptive market efficiency of agricultural commodity futures contracts. Contaduría y Administración 60:2, pages 389-401.
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Eugenio E. Vogel & Gonzalo Saravia. (2014) Information theory applied to econophysics: stock market behaviors. The European Physical Journal B 87:8.
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Vinodh Madhavan. (2014) Investigating the nature of nonlinearity in Indian Exchange Traded Funds (ETFs). Managerial Finance 40:4, pages 395-415.
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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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CLAUDIO A. BONILLA, RAFAEL ROMERO & ELIZABETH GUTIERREZ. (2011) EPISODIC NON-LINEARITIES AND MARKET EFFICIENCY IN THE MEXICAN STOCK MARKET. The Manchester School 79:3, pages 367-380.
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Ling-Feng Hsieh, Su-Chen Hsieh & Pei-Hao Tai. (2011) Enhanced stock price variation prediction via DOE and BPNN-based optimization. Expert Systems with Applications.
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Kwang-il Choe, Joshua Krausz & Kiseok Nam. (2010) Technical trading rules for nonlinear dynamics of stock returns: evidence from the G-7 stock markets. Review of Quantitative Finance and Accounting 36:3, pages 323-353.
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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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Claudio A. Bonilla, Jean Sepulveda & Mariela Carvajal. (2017) Family Ownership and Firm Performance in Chile: A Note on Martinez et al.'s Evidence. Family Business Review 23:2, pages 148-154.
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Rafael Romero-Meza, Claudio A. Bonilla, Melvin J. Hinich & Ricardo Bórquez. (2010) INTRADAY PATTERNS IN EXCHANGE RATE OF RETURN OF THE CHILEAN PESO: NEW EVIDENCE FOR DAY-OF-THE-WEEK EFFECT. Macroeconomic Dynamics 14:S1, pages 42-58.
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