Este artículo aplica seis técnicas y herramientas (análisis gráfico, gráfico de recurrencia,entropía de espacio temporal, coeficiente de Hurst, exponente de Lyapunov y dimensiónde correlación), a las series de retornos del cobre, oro, petróleo, plata, zinc, aluminio,plomo y níquel, con...

The present work corroborates the existence of two anomalies that question the hypothesis of efficient markets in the Chilean stock market, these are the “effect weekend” or “effect monday” and the “effect month end”. Using the daily values of closing of stock-exchange index IPSA,...

This article validates the chaotic behavior in the Argentinean, Brazilian, Canadian, Chilean, American, Peruvian and Mexican Stock Markets using the MERVAL, BOVESPA, S&P TSX COMPOSITE, IPSA, IGPA, S&P 500, DOW JONES INDUSTRIALS, NASDAQ, IGBVL and IPC Stock Indexes respectively. The results of...