This study analyzes the capacity of multivariated models constructed from genetic algorithms and artificial neural networks to predict the sign of the weekly variations of the Asian stock-market indexes Nikkei225, Hang Seng, Shanghai Composite, Seoul Comp

This article examines different one-factor models of the short-term nominal interest rate in Chile, concluding that the models best describing this behavior are those that allow the rate volatility not to be constant, a conclusion similarly reached by CKL

This paper examines the most frequently used models of conditional variance in the estimation of stock returns and portfolios. The models are analyzed by various tests in order to measure their capabilities to explain variance. At the same time, the tests

The present paper analyzes the impact of Chilean ADR issues o­n the price and variance of their underlying securities. The results indicate that the impact of the international issue o­n the dual listed securities is similar to that suggested in the finan