Download ~ Emerging Market Equity Prices and Chaos: Evidence from Indonesia and Malaysia. # by International Journal of Business ~ Book PDF Kindle ePub Free
eBook details
- Title: Emerging Market Equity Prices and Chaos: Evidence from Indonesia and Malaysia.
- Author : International Journal of Business
- Release Date : January 22, 2008
- Genre: Industries & Professions,Books,Business & Personal Finance,
- Pages : * pages
- Size : 267 KB
Description
ABSTRACT We test for the presence of low-dimensional chaotic structure in the Stock Exchanges of Indonesia and Malaysia. While we find strong evidence of nonlinear dependencies, the evidence is not consistent with chaos. Our test results indicate that ARCH-type processes generally explain the nonlinearities in the data. We also show that employing seasonally adjusted index series contributes to obtaining robust results via some of the existing tests for chaotic structures.
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