Andrés Mora-Valencia
Biographic Data
| ID | 5075754 |
|---|---|
| NAME | Andrés Mora-Valencia |
| GIVEN NAMES | Andrés |
| FAMILY NAME | Mora-Valencia |
| SIGNATURE | MORA-VALENCIA A |
| ORCID | 0000-0001-9381-8319 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2024 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 0 |
Adaptive Market Hypothesis and Predictability
This article examines the adaptive market hypothesis in the five most important Latin American stock indices. To that end, we apply three versions of the variance ratio test, as well as the Brock-Dechert-Scheinkman test for nonlinear predictability. Additionally, we perform the Dominguez-Lobato and generalized spectral tests to evaluate the Martingale difference hypothesis. Moreover, we consider salient news related to the plausible market ineffi…
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Adaptive Market Hypothesis and Predictability
This article examines the adaptive market hypothesis in the five most important Latin American stock indices. To that end, we apply three versions of the variance ratio test, as well as the Brock-Dechert-Scheinkman test for nonlinear predictability. Additionally, we perform the Dominguez-Lobato and generalized spectral tests to evaluate the Martingale difference hypothesis. Moreover, we consider salient news related to the plausible market ineffi…
Autoregressive conditional heteroskedasticity (1 work) · Capital market (1 work) · Complex Systems and Time Series Analysis (1 work) · Econometrics (1 work) · Economics (1 work) · Efficient-market hypothesis (1 work) · Engineering (1 work) · Financial economics (1 work) · Financial Markets and Investment Strategies (1 work) · Mathematics (1 work)