Nonlinearity in financial series: transitory or permanent?
In this article we present evidence that nonlinearity episodes in financial series are more permanent than transitory. At the same time, these episodes show different behaviors depending on the market analyzed, which would indicate that they are not completely synchronized. On the other hand, the si...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad de Chile
2019-12-01
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| Series: | Estudios de Administración |
| Online Access: | https://estudiosdeadministracion.uchile.cl/index.php/EDA/article/view/55403 |