Evidence of increment of efficiency of the Mexican Stock Market through the analysis of its variations
Author:
Publisher
Elsevier BV
Subject
Condensed Matter Physics,Statistics and Probability
Reference22 articles.
1. Volatility, persistence, and survival in financial markets
2. Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series
3. An econophysics approach to the Portuguese Stock Index—PSI-20
4. Can one make any crash prediction in finance using the local Hurst exponent idea?
5. Research on the fractal structure in the Chinese stock market
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