1. Repositório Aberto da Universidade do Porto
  2. FCUP - Faculdade de Ciências
  3. FCUP - Artigo em Livro de Atas de Conferência Internacional
Please use this identifier to cite or link to this item: https://hdl.handle.net/10216/97899
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dc.creatorRui Gonçalves
dc.creatorAlberto A. Pinto
dc.date.accessioned2022-09-07T09:25:53Z-
dc.date.available2022-09-07T09:25:53Z-
dc.date.issued2009
dc.identifier.othersigarra:48734
dc.identifier.urihttps://hdl.handle.net/10216/97899-
dc.descriptionWe 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.
dc.description.abstractWe 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.
dc.language.isoeng
dc.relation.ispartof7th International Conference on Numerical Analysis and Applied Mathematics 2009 (ICNAAM 2009)
dc.rightsrestrictedAccess
dc.subjectMatemática
dc.subjectMathematics
dc.titleUniversal Fluctuations of the S&P100 Stock Index Returns
dc.typeArtigo em Livro de Atas de Conferência Internacional
dc.contributor.uportoFaculdade de Ciências
dc.subject.fosCiências exactas e naturais::Matemática
dc.subject.fosNatural sciences::Mathematics
Appears in Collections:FCUP - Artigo em Livro de Atas de Conferência Internacional

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