Episodic nonlinearity in Latin American stock market indices

By C. Bonilla, Rafael Romero-Meza, M. Hinich. 2006

64 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. K. Lim
2. Ruijin Du
3. R. Brooks
4. Minggang Wang
5. H. Eugene Stanley
6. Lin Chen
7. Chao Wang
8. Zhilin Qiao

In Finance

1. K. Lim
2. R. Brooks
3. H. Eugene Stanley
4. Ladislav Kristoufek
5. Jae Hyun Kim

Citations in the corpus

• Which Artificial Intelligence Algorithm Better Predicts the Chinese Stock Market? (2018, background): “…[4]–[9], such as autoregressive integrated moving average (ARIMA) models, artificial neural networks, support vector machine, and neuro-fuzzy based systems, but because of the nonlinear characteristics of stock market behavior, financial economists continue to debate these methodologies [10]–[13].”
• The Evolution of Stock Market Efficiency Over Time: A Survey of the Empirical Literature (2011, background): “Subsequent applications on other stock markets further support their conjecture (see Ammermann and Patterson, 2003; Bonilla et al., 2006; Romero-Meza et al., 2007; Lim, 2008b; Lim et al., 2008b).”