Fitting the Power-law Distribution to the Mexican Stock Market index data

Details Fitting the Power-law Distribution to the Mexican Stock Market index data Fitting the Power-law Distribution to the Mexican Stock Market index data

2003-03-27

arxiv.org/abs/cond-mat/0303568v1

Physics

Condensed Matter

Statistical Mechanics

4 pages, 2 Figures. Econophysics paper

Scientific paper

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.

Affiliated with

Also associated with

No associations

Rating

Fitting the Power-law Distribution to the Mexican Stock Market index data does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Fitting the Power-law Distribution to the Mexican Stock Market index data, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Fitting the Power-law Distribution to the Mexican Stock Market index data will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-132605