20 November 2014
Last updated at 19:59 ET
Convoys carrying the families arrived in Mexico City on Thursday after touring the country to rally support.
Many remain unconvinced by the official explanation and still hope the students will be found alive.
Masked protesters clashed with police near the airport hours before the three marches started.
Francisco Lagro, father of 19-year-old Magdaleno, one of those missing, was travelling on one of the caravans.
"It's been almost two months without knowing where they are. We don't know anything and we're desperate," he said.
"What are they doing? In what conditions? Do they get any water or food? Are they tied up? We have so many questions."
Main square Thousands of people are taking part in three protest marches in the capital, which started at 17:00 local time (23:00 GMT).
Many thousands have converged on Mexico City's main square, or Zocalo.
A small protest turned violent near Mexico City's international airport, when some 200 hooded protesters threw rocks and Molotov cocktails at police officers who had been trying to disperse them.
Police say no-one was injured.
Many shops and businesses were reportedly closed on Thursday because of the marches.
Demonstrators have also called for a nationwide strike. Protests are also under way in other parts of Mexico and abroad.
The abduction has galvanised opposition to rampant political corruption and violence, says the BBC's Wyre Davies in Mexico City.
Mexican President Enrique Pena Nieto has accused some of the protesters of trying to "destabilise" the state.
Analysts say the issue is the biggest challenge he has faced in his two years of office.
The students, all trainee teachers, went missing after attending a protest in Iguala, Guerrero State.
Forensic tests are being carried out on bodies found in mass graves in the state.
More than 100,000 people have been killed and 27,000 have disappeared in Mexico in the last decade.
Mexico missing students: Capital sees mass protests
Relatives
of 43 missing Mexican students, who the authorities say were murdered
by a drugs gang, have led mass protests in the capital.
Many remain unconvinced by the official explanation and still hope the students will be found alive.
Masked protesters clashed with police near the airport hours before the three marches started.
Francisco Lagro, father of 19-year-old Magdaleno, one of those missing, was travelling on one of the caravans.
"It's been almost two months without knowing where they are. We don't know anything and we're desperate," he said.
"What are they doing? In what conditions? Do they get any water or food? Are they tied up? We have so many questions."
Main square Thousands of people are taking part in three protest marches in the capital, which started at 17:00 local time (23:00 GMT).
Many thousands have converged on Mexico City's main square, or Zocalo.
A small protest turned violent near Mexico City's international airport, when some 200 hooded protesters threw rocks and Molotov cocktails at police officers who had been trying to disperse them.
Police say no-one was injured.
Many shops and businesses were reportedly closed on Thursday because of the marches.
Demonstrators have also called for a nationwide strike. Protests are also under way in other parts of Mexico and abroad.
The abduction has galvanised opposition to rampant political corruption and violence, says the BBC's Wyre Davies in Mexico City.
Mexican President Enrique Pena Nieto has accused some of the protesters of trying to "destabilise" the state.
Analysts say the issue is the biggest challenge he has faced in his two years of office.
The students, all trainee teachers, went missing after attending a protest in Iguala, Guerrero State.
Forensic tests are being carried out on bodies found in mass graves in the state.
More than 100,000 people have been killed and 27,000 have disappeared in Mexico in the last decade.
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From other news sites
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Mail Online UK Molotov cocktails, clashes as thousands of Mexicans protest massacre 52 mins ago
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Reuters UK UPDATE 1-Molotov cocktails, clashes as thousands of Mexicans protest massacre 52 mins ago
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Deutsche Welle Protestors clash with riot police in support of missing students 1 hr ago
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Channel NewsAsia Clash erupts in Mexico protest over 43 missing students 1 hr ago
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Straits Times* Clash erupts in Mexico demo over 43 missing students 4 hrs ago
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