摘要翻译：
本文对墨西哥股票市场指数IPC的对数收益波动进行了统计分析。对04/09/2000-04/09/2010年期间的每日数据样本进行了分析，并对不同的分布进行了拟合。为了定量地评估估计的质量，进行了拟合优度检验。特别注意了样本大小对估计的分布尾部衰减的影响。在这项研究中，我们得到了对正态性的有力拒绝。另一方面，在5%显著性水平下，对数波动符合$\alpha$-稳定的L\'evy分布的无效假设不能被拒绝。
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英文标题：
《On the scaling of the distribution of daily price fluctuations in
  Mexican financial market index》
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作者：
Lester Alfonso, Ricardo Mansilla, and Cesar A. Terrero-Escalante
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最新提交年份：
2011
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类：Physics        物理学
二级分类：Data Analysis, Statistics and Probability        数据分析、统计与概率
分类描述：Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件：数据处理与存储；测量方法；统计和数学方面，如参数化和不确定性。
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英文摘要：
  In this paper, a statistical analysis of log-return fluctuations of the IPC, the Mexican Stock Market Index is presented. A sample of daily data covering the period from $04/09/2000-04/09/2010$ was analyzed, and fitted to different distributions. Tests of the goodness of fit were performed in order to quantitatively asses the quality of the estimation. Special attention was paid to the impact of the size of the sample on the estimated decay of the distributions tail. In this study a forceful rejection of normality was obtained. On the other hand, the null hypothesis that the log-fluctuations are fitted to a $\alpha$-stable L\'evy distribution cannot be rejected at 5% significance level.
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PDF链接：
https://arxiv.org/pdf/1111.2038