Acuña-Opazo, Christian; Álvarez-Marín, Alejandro - In: Journal of economics, finance & administrative science 22 (2017) 42, pp. 37-50
Purpose: This research examined the existence of long-term memory by calculating the coefficient of Hurst and Hurst set, and the analysis of characteristics of chaotic structures in the series of stock market of Chile, specifically through the Selective Price Index Shares....