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 USV Annals of Economics and Public Administration
印刷版ISSN：2344-3847
出版年度：2009
卷号：9
期号：1
页码：320-325
语种：English
出版社：Editura Universitatii Ştefan cel Mare din Suceava
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.