Browsing by Author "d2ea9f30-36b1-4f7e-805b-1570634fd8e7"
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Espinoza, Christian; Gorigoitía, Juan (Universidad de Chile. Facultad de Economía y Negocios, 2013)In this paper we apply a rolling 0-1 test for chaos on different stock market indices returns in the world, considering different time period windows to capture the effects of adding new information. A rolling sample ...