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NONLINEARITIES AND GARCH INADEQUACY FOR MODELING STOCK MARKET RETURNS: EMPIRICAL EVIDENCE FROM LATIN AMERICA
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- Journal:
- Macroeconomic Dynamics / Volume 15 / Issue 5 / November 2011
- Published online by Cambridge University Press:
- 04 October 2010, pp. 713-724
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INTRADAY PATTERNS IN EXCHANGE RATE OF RETURN OF THE CHILEAN PESO: NEW EVIDENCE FOR DAY-OF-THE-WEEK EFFECT
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- Journal:
- Macroeconomic Dynamics / Volume 14 / Issue S1 / May 2010
- Published online by Cambridge University Press:
- 07 April 2010, pp. 42-58
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