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q-fin.ST2020
Analysis of intra-day fluctuations in the Mexican financial market index
Léster Alfonso, Danahe E. Garcia-Ramirez, Ricardo Mansilla +1
In this paper, a statistical analysis of high frequency fluctuations of the IPC, the Mexican Stock Market Index, is presented. A sample of tick-to-tick data covering the period fro…
q-fin.ST2011★ 11 cited
On the scaling of the distribution of daily price fluctuations in Mexican financial market index
Lester Alfonso, Ricardo Mansilla, Cesar A. Terrero-Escalante
In this paper, a statistical analysis of log-return fluctuations of the IPC, the Mexican Stock Market Index is presented. A sample of daily data covering the period from $04/09/200…