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28 April 2024

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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 ;
Date:	27 Mar 2003
Subject:	Statistical Mechanics \| cond-mat.stat-mech
Affiliation:	Facultad de Fisica e Inteligencia Artificial. Universidad Veracruzana. Mexico
Abstract:	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 related problems are discussed. An analysis of the tail behaviour of the daily logarithmic variation of the Mexican Stock Market Index (IPC), showed distributional properties which are consistent with previous studies.
Source:	arXiv, cond-mat/0303568
Services:	Forum \| Review \| PDF \| Favorites

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