Trend and fractality assessment of Mexico's stock exchange
type: Item
instance of: scholarly article
title: Trend and fractality assessment of Mexico's stock exchange
zbMATH Open document ID: 1410.91372
author: Javier Morales
author: Víctor Tercero
author: José-Fernando Camacho-Vallejo
author: Alvaro E. Cordero
author: Luis E. López Nerio
author: F.-Javier Almaguer
published in: Applied Mathematics and Computation
publication date: 2019-03-21T00:00:00Z
full work available at URL: https://arxiv.org/abs/1411.3399
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 7040170
zbMATH Keywords: financial time series
zbMATH Keywords: kernel density estimation
zbMATH Keywords: empirical autocorrelation function
zbMATH Keywords: \(R/S\) analysis
zbMATH Keywords: Hurst exponent
zbMATH Keywords: power law
describes a project that uses: astsa
describes a project that uses: stabledist
describes a project that uses: kedd
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2126416396
arXiv ID: 1411.3399
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DOI: 10.1016/J.AMC.2016.03.014
description: scientific article