BHP UNIVERSALITY HYPOTHESIS VERIFICATION FOR BET-FI INDEX OF BUCHAREST STOCK EXCHANGE

Tiberiu Socaciu () and Mirela Danubianu

The Annals of the "Stefan cel Mare" University of Suceava. Fascicle of The Faculty of Economics and Public Administration, 2009, vol. 9, issue 1(9), 320-325

Abstract: 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.

Keywords: HP distribution; universality hypothesis; BET -FI; BVB. (search for similar items in EconPapers)
Date: 2009
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.seap.usv.ro/annals/arhiva/ANNALS%20VOL.9,NR.1(9),2009%20fulltext.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:scm:ausvfe:v:9:y:2009:i:1(9):p:320-325

Access Statistics for this article

The Annals of the "Stefan cel Mare" University of Suceava. Fascicle of The Faculty of Economics and Public Administration is currently edited by Editura Universitatii Stefan cel Mare din Suceava

More articles in The Annals of the "Stefan cel Mare" University of Suceava. Fascicle of The Faculty of Economics and Public Administration from "Stefan cel Mare" University of Suceava, Romania, Faculty of Economics and Public Administration Contact information at EDIRC.
Bibliographic data for series maintained by Liviu Scutariu ().