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Nonlinearities and GARCH inadequacy for modeling stock market returns : empirical evidence from Latina America
Bonilla, Claudio A.; Romero, Rafael; Maquieira … - In: Macroeconomic dynamics 15 (2011) 5, pp. 713-724
Persistent link: https://www.econbiz.de/10009505801
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Episodic non-linearities and market efficiency in the Mexican stock market
Bonilla, Claudio A.; Romero, Rafael; Gutierrez, Elizabeth - In: The Manchester School 79 (2011) 3, pp. 367-380
Persistent link: https://www.econbiz.de/10009266808
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Stock returns in emerging markets and the use of GARCH models
Bonilla, Claudio A.; Sepúlveda, Jean - In: Applied economics letters 18 (2011) 13/15, pp. 1321-1325
Persistent link: https://www.econbiz.de/10009348032