3 citations · 3 across the 2 of their papers we have counts for
2 papers
q-fin.ST2014★ 3 cited
Financial Time Series: Stylized Facts for the Mexican Stock Exchange Index Compared to Developed Markets
Omar Rojas, Carlos Trejo-Pech
We present some stylized facts exhibited by the time series of returns of the Mexican Stock Exchange Index (IPC) and compare them to a sample of both developed (USA, UK and Japan)…
q-fin.ST2014
Adaptive Market Efficiency of Agricultural Commodity Futures Contracts
Semei Coronado-Ramírez, Pedro Celso-Arellano, Omar Rojas
In this paper we investigate the adaptive market efficiency of the agricultural commodity futures market, using a sample of eight futures contracts. Using a battery of nonlinear te…