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摘要翻译：
我们计算了归一化的正负FTSE100（英国）指数日收益率r(t)的概率分布F{FTSE100,+}和F{FTSE100,-}的解析表达式。此外，我们定义了alpha重新标度的FTSE100日指数正收益r(t)^alpha和负收益(-r(t))^alpha，归一化后我们称之为alpha正波动和alpha负波动。我们使用Kolmogorov-Smirnov统计检验作为一种方法，用Bramwell-Holdsworth-Pinton(BHP)概率密度函数求出使α涨落直方图的数据折叠最优化的α值。最优参数为α+=0.55和α-=0.55。由于BHP概率密度函数出现在其他几种不同的现象中，我们的结果揭示了在股票交易市场中的普遍性。
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英文标题：
《Universal Fluctuations of the FTSE100》
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作者：
Rui Gon\c{c}alves, Helena Ferreira and Alberto Pinto
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最新提交年份：
2010
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：Statistical Finance 统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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英文摘要：
We compute the analytic expression of the probability distributions F{FTSE100,+} and F{FTSE100,-} of the normalized positive and negative FTSE100 (UK) index daily returns r(t). Furthermore, we define the alpha re-scaled FTSE100 daily index positive returns r(t)^alpha and negative returns (-r(t))^alpha that we call, after normalization, the alpha positive fluctuations and alpha negative fluctuations. We use the Kolmogorov-Smirnov statistical test, as a method, to find the values of alpha that optimize the data collapse of the histogram of the alpha fluctuations with the Bramwell-Holdsworth-Pinton (BHP) probability density function. The optimal parameters that we found are alpha+=0.55 and alpha-=0.55. Since the BHP probability density function appears in several other dissimilar phenomena, our results reveal universality in the stock exchange markets.
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PDF链接：
https://arxiv.org/pdf/1004.1138
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