<?xml version="1.0" encoding="ISO-8859-1"?><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<front>
<journal-meta>
<journal-id>0035-001X</journal-id>
<journal-title><![CDATA[Revista mexicana de física]]></journal-title>
<abbrev-journal-title><![CDATA[Rev. mex. fis.]]></abbrev-journal-title>
<issn>0035-001X</issn>
<publisher>
<publisher-name><![CDATA[Sociedad Mexicana de Física]]></publisher-name>
</publisher>
</journal-meta>
<article-meta>
<article-id>S0035-001X2020000500700</article-id>
<article-id pub-id-type="doi">10.31349/revmexfis.66.700</article-id>
<title-group>
<article-title xml:lang="en"><![CDATA[Analysis of intra-day fluctuations in the mexican financial market index]]></article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Alfonso]]></surname>
<given-names><![CDATA[L.]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Garcia-Ramirez]]></surname>
<given-names><![CDATA[D. E.]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Mansilla]]></surname>
<given-names><![CDATA[R.]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Terrero-Escalante]]></surname>
<given-names><![CDATA[C. A.]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
</contrib-group>
<aff id="Af1">
<institution><![CDATA[,Universidad Autónoma de la Ciudad de México  ]]></institution>
<addr-line><![CDATA[Ciudad de México ]]></addr-line>
<country>Mexico</country>
</aff>
<aff id="Af2">
<institution><![CDATA[,Universidad de Guanajuato Departamento de Astronomía ]]></institution>
<addr-line><![CDATA[Guanajuato ]]></addr-line>
<country>Mexico</country>
</aff>
<aff id="Af3">
<institution><![CDATA[,Universidad Nacional Autónoma de México Centro de Investigaciones Interdisciplinarias en Ciencias y Humanidades ]]></institution>
<addr-line><![CDATA[Ciudad de México ]]></addr-line>
<country>Mexico</country>
</aff>
<aff id="Af4">
<institution><![CDATA[,Universidad de Colima Facultad de Ciencias ]]></institution>
<addr-line><![CDATA[Colima Colima]]></addr-line>
<country>Mexico</country>
</aff>
<pub-date pub-type="pub">
<day>00</day>
<month>10</month>
<year>2020</year>
</pub-date>
<pub-date pub-type="epub">
<day>00</day>
<month>10</month>
<year>2020</year>
</pub-date>
<volume>66</volume>
<numero>5</numero>
<fpage>700</fpage>
<lpage>709</lpage>
<copyright-statement/>
<copyright-year/>
<self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_arttext&amp;pid=S0035-001X2020000500700&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_abstract&amp;pid=S0035-001X2020000500700&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_pdf&amp;pid=S0035-001X2020000500700&amp;lng=en&amp;nrm=iso"></self-uri><abstract abstract-type="short" xml:lang="en"><p><![CDATA[Abstract In this paper, a statistical analysis of high-frequency fluctuations of the IPC, the Mexican Stock Market Index, is presented. A sample of tick- to-tick data covering the period from January 1999 to December 2002 was analyzed, as well as several other sets obtained using temporal aggregation. The results indicate that the highest frequency is not useful to understand the Mexican market because almost two-thirds of the information corresponds to inactivity. For the frequency where fluctuations start to be relevant, the IPC data does not follow any &#945;-stable distribution, including the Gaussian, perhaps because of the presence of autocorrelations. For a long-range of lower-frequencies, but still, in the intra-day regime, fluctuations can be described as a truncated Lévy flight, while for frequencies above two-days, a Gaussian distribution yields the best fit. Thought these results are consistent with other previously reported for several markets, there are significant differences in the details of the corresponding descriptions.]]></p></abstract>
<kwd-group>
<kwd lng="en"><![CDATA[Stock markets]]></kwd>
<kwd lng="en"><![CDATA[high frequency fluctuations distribution]]></kwd>
<kwd lng="en"><![CDATA[tail behavior]]></kwd>
<kwd lng="en"><![CDATA[autocorrelations]]></kwd>
</kwd-group>
</article-meta>
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