文章基本信息

标题：BHP UNIVERSALITY HYPOTHESIS VERIFICATION FOR BET-FI INDEX OF BUCHAREST STOCK EXCHANGE
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作者：Socaciu, Tiberiu ; Danubianu, Mirela
期刊名称：The Annals of the "Stefan cel Mare" University of Suceava. Fascicle of The Faculty of Economics and Public Administration
印刷版ISSN：2066-575X
出版年度：2009
卷号：9
期号：1(9)
页码：320-325
出版社："Stefan cel Mare" University of Suceava, Romania, Faculty of Economics and Public Administration
摘要：In this paper we show the assumption of BHP universality BET -FI index from BVB (Bucharest Exchange Stock) on the assumption of universality issued paper [4] on the Dow Jones index composition (DJIA30) and Standard & Poors 100 (S & P100) by Gonçalves and Pinto. BHP (S. T. Bramwell, P. C. W. Holdsworth, J. F. Pinton) distribution is a non-parametric probability distribution from GHT (Gumbel-Fisher-Tippett) distributions classes discovered from a magnetization problem. Universality of this distribution was shown in electricity, hidrology, stocks. This paper extend results from [9]-[10] recently submitted in spirit of [4] using some software tools developped.
关键词：HP distribution; universality hypothesis; BET -FI; BVB.