Fetching the paper…
Reading the bibliography…
In this paper, a statistical analysis of log-return fluctuations of the IPC, the Mexican Stock Market Index is presented.
P. Lévy, Calcul des Probabilites
1925
Earlier work this paper cites.
B. B. Mandelbrot, Journal of Business 36
1963
Earlier work this paper cites.
F. Black and M. Scholes, J. Political Economy 81, 637 (1973)
1973
Earlier work this paper cites.
O. E. Barndorff-Nielsen, Proceedings of the Royal Society London A 353
1977
Earlier work this paper cites.
R. N. Mantegna, Physica A 179, 232 (1991)
1991
Earlier work this paper cites.
G. Samorodnitsky and M. S. Taqqu, Stable Non-Gaussian Random Processes. Stochastic Models with Infinite Variance
1994
Cited alongside, same era.
R. N. Mantegna and H. E. Stanley, Nature 376
1995
Cited alongside, same era.
O. E. Barndorff-Nielsen, Normal inverse Gaussian distribution and the modeling of stock returns. Research Report no. 300
1995
Cited alongside, same era.
A. Pagan, J. Empirical Finance 3, 15 (1996)
1996
Cited alongside, same era.
P. Gopikrishnan, V. Plerou, L. A. N. Amaral, M. Meyer, and H. E. Stanley, Phys. Rev. E 60, 5305–5316 (1999)
1999
Cited alongside, same era.
V. Pareto, Cours d’Economie Politique (Lausanne and Paris, 1897)
Cited in the paper.
L. Bachelier, Théorie de la spéculation, [PhD thesis in mathematics]
Cited in the paper.
Cont, R., Quantitative Finance, 1: 223-236, (2001)
2001
Later among the works it cites.
R. Weron, International Journal of Modern Physics C 12
2001
Later among the works it cites.
S. Borak, W. Härdle and W. Weron, SFB 649
2004
Later among the works it cites.
H. F. Coronel-Brizio and A. R. Hernández-Montoya, Physica A 354
2005
Later among the works it cites.
J. A. Nunez, A. Lorenzo, and B. Trejo, Estudios económicos, Vol. 21, Nº. 1, (2006) (In Spanish)
2006
Later among the works it cites.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…