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https://hdl.handle.net/1822/63732| Título: | Universal fluctuations of the S&100 stock index returns |
| Autor(es): | Gonçalves, Rui Pinto, Alberto |
| Palavras-chave: | Econophysics Dynamical systems Dynamical systems Econometrics Universality Econophysics Stock Exchange Markets Finance Econometrics Universality Finance Stock Exchange Markets |
| Data: | 2009 |
| Editora: | American Institute of Physics |
| Revista: | AIP Conference Proceedings |
| Resumo(s): | We analyze the constituents stocks of the well known Standard & Poor’s 100 index (S&P100) that are traded in the NYSE and NASDAQ markets. We observe the data collapse of the histogram of the S&P100 index fluctuations to the universal non‐parametric Bramwell‐Holdsworth‐Pinton (BHP) distribution. Since the BHP probability density function appears in several other dissimilar phenomena, our result reveals an universal feature of the stock exchange markets. |
| Tipo: | Artigo em ata de conferência |
| Descrição: | Published Online: 14 September 2009 |
| URI: | https://hdl.handle.net/1822/63732 |
| ISBN: | 9780735407091 |
| DOI: | 10.1063/1.3241651 |
| ISSN: | 0094-243X |
| Versão da editora: | https://doi.org/10.1063/1.3241651 |
| Arbitragem científica: | yes |
| Acesso: | Acesso aberto |
| Aparece nas coleções: | DMA - Comunicações |
Ficheiros deste registo:
| Ficheiro | Descrição | Tamanho | Formato | |
|---|---|---|---|---|
| 1.3241651.pdf | 210,12 kB | Adobe PDF | Ver/Abrir |
