Article ID Journal Published Year Pages File Type
978412 Physica A: Statistical Mechanics and its Applications 2012 7 Pages PDF
Abstract
► We analyze the fluctuations of the Mexican Stock Market Index. ► The distribution is not Gaussian. ► Levy distribution cannot be rejected at 0.05. ► The size of the sample is crucial for estimating stability.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
Preview
On the scaling of the distribution of daily price fluctuations in the Mexican financial market index
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