IDEAS home Printed from https://ideas.repec.org/a/scm/ausvfe/v9y2009i1(9)p320-325.html
   My bibliography  Save this article

Bhp Universality Hypothesis Verification For Bet-Fi Index Of Bucharest Stock Exchange

Author

Listed:
  • Tiberiu SOCACIU

    (“Stefan cel Mare”University of Suceava, Romania)

  • Mirela DANUBIANU

    (“Stefan cel Mare”University of Suceava, Romania)

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.

Suggested Citation

  • Tiberiu SOCACIU & Mirela DANUBIANU, 2009. "Bhp Universality Hypothesis Verification For Bet-Fi Index Of Bucharest Stock Exchange," The Annals of the "Stefan cel Mare" University of Suceava. Fascicle of The Faculty of Economics and Public Administration, "Stefan cel Mare" University of Suceava, Romania, Faculty of Economics and Public Administration, vol. 9(1(9)), pages 320-325, June.
    • Handle: RePEc:scm:ausvfe:v:9:y:2009:i:1(9):p:320-325
    as

    Download full text from publisher

    File URL: http://www.seap.usv.ro/annals/arhiva/ANNALS%20VOL.9,NR.1(9),2009%20fulltext.pdf
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:scm:ausvfe:v:9:y:2009:i:1(9):p:320-325. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Liviu Scutariu (email available below). General contact details of provider: https://edirc.repec.org/data/feusvro.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.