63 citations · 122 across the 11 of their papers we have counts for
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cond-mat.other2003★ 1 cited
Asymptotic behavior of the Daily Increment Distribution of the IPC, the Mexican Stock Market Index
H. F. Coronel-Brizio, A. R. Hernandez-Montoya
In this work, a statistical analysis of the distribution of daily fluctuations of the IPC, the Mexican Stock Market Index is presented. A sample of the IPC covering the 13-year per…
cond-mat.stat-mech2003★ 5 cited
Fitting the Power-law Distribution to the Mexican Stock Market index data
H. F. Coronel-Brizio, C. R. de la Cruz-Laso, A. R. Hernandez-Montoya
In the spirit of the emergent field of econophysics, a goodness-of-fit test for the Power-Law distribution, based on the Empirical Distribution Function (EDF) is presented, and rel…