An empirical data analysis of “price runs” in daily financial indices: Dynamically assessing market geometric distributional behavior

• Héctor Raúl Olivares-Sánchez ,

  Contributed equally to this work with: Héctor Raúl Olivares-Sánchez, Carlos Manuel Rodríguez-Martínez, Héctor Francisco Coronel-Brizio, Enrico Scalas, Thomas Henry Seligman, Alejandro Raúl Hernández-Montoya

  Roles Investigation, Software

  Affiliation Department of Astrophysics, Radboud University, Nijmegen, The Netherlands

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• Carlos Manuel Rodríguez-Martínez ,

  Contributed equally to this work with: Héctor Raúl Olivares-Sánchez, Carlos Manuel Rodríguez-Martínez, Héctor Francisco Coronel-Brizio, Enrico Scalas, Thomas Henry Seligman, Alejandro Raúl Hernández-Montoya

  Roles Data curation, Investigation, Software, Visualization

  Affiliation Instituto de Investigaciones en Inteligencia Artificial, Universidad Veracruzana, Xalapa Veracruz, México

  https://orcid.org/0000-0002-4378-2220

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• Héctor Francisco Coronel-Brizio ,

  Contributed equally to this work with: Héctor Raúl Olivares-Sánchez, Carlos Manuel Rodríguez-Martínez, Héctor Francisco Coronel-Brizio, Enrico Scalas, Thomas Henry Seligman, Alejandro Raúl Hernández-Montoya

  Roles Conceptualization, Data curation, Formal analysis, Supervision, Writing – original draft

  Affiliation Instituto de Investigaciones en Inteligencia Artificial, Universidad Veracruzana, Xalapa Veracruz, México

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• Enrico Scalas ,

  Contributed equally to this work with: Héctor Raúl Olivares-Sánchez, Carlos Manuel Rodríguez-Martínez, Héctor Francisco Coronel-Brizio, Enrico Scalas, Thomas Henry Seligman, Alejandro Raúl Hernández-Montoya

  Roles Conceptualization, Formal analysis, Investigation, Methodology, Validation, Writing – original draft, Writing – review & editing

  Affiliation Department of Mathematics, School of Mathematical and Physical Sciences, University of Sussex, Brighton, United Kingdom

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• Thomas Henry Seligman ,

  Contributed equally to this work with: Héctor Raúl Olivares-Sánchez, Carlos Manuel Rodríguez-Martínez, Héctor Francisco Coronel-Brizio, Enrico Scalas, Thomas Henry Seligman, Alejandro Raúl Hernández-Montoya

  Roles Conceptualization, Formal analysis, Funding acquisition, Investigation, Methodology, Supervision, Validation, Writing – original draft

  Affiliations Centro Internacional de Ciencias AC, Campus UAEM-UNAM, Cuernavaca Morelos, México, Instituto de Ciencias Físicas, Universidad Nacional Autónoma de México, Cuernavaca Morelos, México

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• Alejandro Raúl Hernández-Montoya

  Contributed equally to this work with: Héctor Raúl Olivares-Sánchez, Carlos Manuel Rodríguez-Martínez, Héctor Francisco Coronel-Brizio, Enrico Scalas, Thomas Henry Seligman, Alejandro Raúl Hernández-Montoya

  Roles Conceptualization, Funding acquisition, Investigation, Methodology, Project administration, Software, Supervision, Validation, Writing – original draft, Writing – review & editing

  * E-mail: alhernandez@uv.mx

  Affiliations Instituto de Investigaciones en Inteligencia Artificial, Universidad Veracruzana, Xalapa Veracruz, México, Facultad de Física, Universidad Veracruzana, Xalapa Veracruz, México

  https://orcid.org/0000-0002-7244-8790

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