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Pruebas de comportamiento caótico en índices bursátiles americanos

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Author Info
Parisi, Franco (Universidad de Chile)
Espinosa, Christian (Universidad de Diego Portales)
Parisi, Antonino (Universidad de Chile)

Additional information is available for the following registered author(s):

Abstract

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 different techniques and methods like: Graphic Analysis, Recurrence Analysis, Temporal Space Entropy, Hurst Coefficient, Lyapunov Exponential and Correlation Dimension support the hypothesis that the stock markets behave in a chaotic way and rejected the hypothesis of randomness. Our conclusion validates the use of prediction techniques in those stock markets. It’s remarkable the result of the Hurst Coefficient Technique, that in average was of 0.75 for the indexes of this study which would justify the use of Arfima models among others for the prediction of such series.// Este artículo valida el comportamiento caótico en las Bolsas de Valores de Argentina, Brasil, Canadá, Chile, Estados Unidos, Perú y México utilizando los índices accionarios Merval, Bovespa, S&P TSX Composite, IPSA, IGPA, S&P 500, Dow Jones Industrials, Nasdaq, IGBVL e IPC, respectivamente. Los resultados de distintas técnicas y métodos como análisis gráfico, análisis de recurrencia, entropía de espacio temporal, coeficiente de Hurst, exponente de Lyapunov y dimensión de correlación, apoyan la hipótesis de que los mercados bursátiles americanos se comportan de forma caótica, en contra de la hipótesis de mercados eficientes y la hipótesis de aleatoriedad. Esta conclusión valida el uso de instrumentos predictivos de rendimientos accionarios en los mercados de renta variable americanos. Destacable es el resultado de la técnica coeficiente de Hurst, que en promedio fue de 0.75 para los índices en estudio, lo que estaría justificando la utilización de modelos tipo Arfima, entre otros, para la predicción de dichas series.

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Publisher Info
Article provided by Fondo de Cultura Económica in its journal El Trimestre Económico.

Volume (Year): LXXIV (4) (2007)
Issue (Month): 296 (octubre-diciembre)
Pages: 901-927
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:elt:journl:v:74:y:2007:i:296:p:901-927

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Web page: http://www.fondodeculturaeconomica.com/

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Postal: Order print issues with Irma Barron at Fondo de Cultura Económica, El Trimestre Económico, Carretera Picacho Ajusco 227, 6° piso,Col. Bosques del Pedregal, CP 14738, Tlalpan, Distrito Federal, México
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Web: http://www.eltrimestreeconomico.com/

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Related research
Keywords: chaos theory; recurrence analysis; temporal space entropy; hurst coefficient; lyapunov exponential; correlation dimension; BDS test; teoría de caos; análisis de recurrencia; entropía de espacio temporal; coeficiente de Hurst; exponente de Lyapunov; dimensión de correlación; prueba BDS;

Find related papers by JEL classification:
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies
G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

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This page was last updated on 2009-12-31.


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