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Proposito  – La presente investigacion examina la existencia de memoria de largo plazo por medio del calculo del coeficiente de Hurst y Hurst ajustado, y del analisis de caracteristicas de estructuras caoticas en la serie del mercado bursatil de Chile, especificamente a traves del Indice de Precios Selectivo de Acciones. Diseno/metodologia/enfoque  – Se desarrollo un breve analisis del mercado, segun la metodologia de Box y Jenkings. La validez de los resultados se realizo por medio de la prueba propuesta por Brock, Dechert y Scheinkman. En segundo lugar, se procedio a analizar la dinamica y patrones del indice y de su rendimiento, para observar si existia evidencia de memoria de largo plazo. Hallazgos  – Los resultados demuestran la presencia de esta memoria en el mercado bursatil chileno, determinado a traves del indice accionario en dos escalas, diaria y trimestral, lo que ademas corrobora resultados obtenidos por otros autores, confirmando el uso de la metodologia de Rango Re-escaldo para la identificacion y determinacion de memoria de largo plazo en una serie temporal. Originalidad/valor  – Este estudio permitira a futuros investigadores realizar analisis similares en otros mercados, aportando un nuevo enfoque al analizar la memoria de la largo plazo y los factores que inciden en ella. Purpose – This research examined the existence of long-term memory by calculating the coefficient of Hurst and Hurst set, and the analysis of characteristics of chaotic structures in the series of stock market of Chile, specifically through the Selective Price Index Shares. Design/methodology/approach – A brief analysis of the market was developed, according to Box and Jenkins methodology. The validity of the results was performed by means of the test proposed by Brock, Dechert and Scheinkman. Secondly, we proceeded to analyze the dynamics and patterns of the index and its performance, to see if there was evidence of long-term memory. Findings – The results demonstrate the presence of long-term memory in the Chilean stock market, determined by stock index in two scales, daily and quarterly, which also corroborates results obtained by other authors, confirming the use of the methodology Range Re-scalded for the identification and determination of long-term memory in a time series. Originality/value – This study will allow future researchers to perform similar analyzes in other markets, providing a new approach when analyzing the long-term memory and the factors that affect it.

Dependencia serial de largo plazo en el índice bursátil chileno, a través del coeficiente de Hurst y Hurst ajustado