Introduction
INTRODUCTION TO THE SPECIAL ISSUE ON NONLINEAR TIME SERIES
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- 12 March 2010, pp. 1-2
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Articles
WHY DO EMERGING STOCK MARKETS EXPERIENCE MORE PERSISTENT PRICE DEVIATIONS FROM A RANDOM WALK OVER TIME? A COUNTRY-LEVEL ANALYSIS
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- 15 December 2009, pp. 3-41
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INTRADAY PATTERNS IN EXCHANGE RATE OF RETURN OF THE CHILEAN PESO: NEW EVIDENCE FOR DAY-OF-THE-WEEK EFFECT
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- 07 April 2010, pp. 42-58
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APPARENT LONG MEMORY IN TIME SERIES AS AN ARTIFACT OF A TIME-VARYING MEAN: CONSIDERING ALTERNATIVES TO THE FRACTIONALLY INTEGRATED MODEL
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- 05 May 2010, pp. 59-87
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IDENTIFYING NONLINEAR SERIAL DEPENDENCE IN VOLATILE, HIGH-FREQUENCY TIME SERIES AND ITS IMPLICATIONS FOR VOLATILITY MODELING
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- 07 April 2010, pp. 88-110
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THE INCIDENCE OF INFORMATIONAL CASCADES AND THE BEHAVIOR OF TRADE INTERARRIVAL TIMES DURING THE STOCK MARKET BUBBLE
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- 12 March 2010, pp. 111-136
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A TEST OF THE GARCH(1, 1) SPECIFICATION FOR DAILY STOCK RETURNS
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- 10 May 2010, pp. 137-144
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Front Cover (OFC, IFC) and matter
MDY volume 14 issue S1 Cover and Front matter
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- 24 May 2010, pp. f1-f4
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Back Cover (IBC, OBC) and matter
MDY volume 14 issue S1 Cover and Back matter
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- 24 May 2010, pp. b1-b2
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