We explore the deviations from efficiency in the returns and volatility returns of Latin-American market indices. Two different approaches are considered. The dynamics of the Hurst exponent is obtained via a wavelet rolling sample approach, quantifying the degree of long memory exhibited by the...

We study the synchronization of time-delayed nonidentical maps subject to unidirectional (master–slave) coupling. The individual dynamics of the maps have a delay n1, and the coupling acts with a delay n2. We show analytically that, suitably tuning the slave map parameters, two distinct...

We study the synchronization of a coupled map lattice consisting of a one-dimensional chain of logistic maps. We consider global coupling with a time-delay that takes into account the finite velocity of propagation of interactions. We recently showed that clustering occurs for weak coupling,...