Pruebas de no linealidad de los rendimientos del mercado mexicano accionario: coeficientes de Lyapunov
We examine the non-linearity of the Mexican Stock Market daily returns. We find empirical evidence to reject lineal specifications in the behavior of the stock returns. As a consequence, most of the findings based on lineal methods regarding the stock market in Mexico may be questioned. We also test...
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| Formato: | Online |
| Idioma: | español |
| Editor: |
El Colegio de México, A.C.
2002
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| Acceso en línea: | https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/191 |
| Revista: |
Estudios Económicos |