Trend and fractality assessment of Mexico's stock exchange (Q1733486)
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scientific article; zbMATH DE number 7040170
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| English | Trend and fractality assessment of Mexico's stock exchange |
scientific article; zbMATH DE number 7040170 |
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Trend and fractality assessment of Mexico's stock exchange (English)
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21 March 2019
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financial time series
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kernel density estimation
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empirical autocorrelation function
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\(R/S\) analysis
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Hurst exponent
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power law
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0.7362669110298157
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0.6930022835731506
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