Comportamiento caótico en los mercados bursátiles latinoamericanos utilizando Visual Recurrence Analysis
Palabras clave:
teoría de caos, análisis de recurrencia, entropía de espacio temporalResumen
Este artículo evidencia un comportamiento caótico en las series de retornos de índices bursátiles latinoamericanos empleando Visual Recurrence Analysis. Utilizando la evolución diaria de los índices accionarios IPSA, MERVAL, BOVESPA e IPC, y luego de aplicar distintas técnicas y métodos como Análisis Gráfico, Análisis de Recurrencia y Entropía de Espacio Temporal, los resultados apoyan la hipótesis de que los mercados bursátiles latinoamericanos se comportan de forma caótica, en contra de la hipótesis de mercados eficientes. Esta conclusión valida el uso de herramientas predictivas de retornos accionarios en los mercados de renta variable latinoamericanos.
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Esta obra está bajo una licencia internacional Creative Commons Atribución-NoComercial-SinDerivadas 4.0.
