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- W3122571497 abstract "It is well known that there exist statistical and structural differences between the stock markets of developed and emerging countries. In this work, we present an analysis of the variations and autocorrelations of the Mexican Stock Market index (IPC) for different periods of its historical daily data, showing evidence that the Mexican Stock Market has been increasing its efficiency in recent times. We have analyzed the returns autocorrelation function (ACF) and used detrended fluctuation analysis (DFA) methods. We also analyze the volatility of the IPC and the Dow Jones Industrial Average (DJIA) and compare their evolution. The data samples analyzed here, correspond to daily values of the IPC and DJIA for the period 10/30/1978 to 02/28/2006." @default.
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- W3122571497 date "2006-07-01" @default.
- W3122571497 modified "2023-09-23" @default.
- W3122571497 title "Evidence of Increment of Efficiency of the Mexican Stock Market Through the Analysis of its Variations" @default.
- W3122571497 hasPublicationYear "2006" @default.
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