摘要翻译：
本文对2001-2006年的德黑兰价格指数(TEPIX)进行了研究，分析了近年来受到几次政治危机影响的新兴市场股票价格对数收益率的非高斯概率密度函数(PDF)。我们发现，虽然该指数的平均值在研究期间没有太大的下降，但由于危机，其日常波动大幅增加。利用一种基于乘法过程的方法，我们研究了非高斯PDF的尺度依赖性，并证明了它们尾部的时间依赖性表明，当接近TEPIX表现出最大不确定性的不同临界时间尺度时，收益率出现大增量的概率逐渐和系统地增加。
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英文标题：
《Uncertainty in the Fluctuations of the Price of Stocks》
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作者：
G. R. Jafari, M. Sadegh Movahed, P. Noroozzadeh, A. Bahraminasab,
  Muhammad Sahimi, F. Ghasemi, and M. Reza Rahimi Tabar
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最新提交年份：
2007
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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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一级分类：Physics        物理学
二级分类：Data Analysis, Statistics and Probability        数据分析、统计与概率
分类描述：Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件：数据处理与存储；测量方法；统计和数学方面，如参数化和不确定性。
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一级分类：Physics        物理学
二级分类：Physics and Society        物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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英文摘要：
  We report on a study of the Tehran Price Index (TEPIX) from 2001 to 2006 as an emerging market that has been affected by several political crises during the recent years, and analyze the non-Gaussian probability density function (PDF) of the log returns of the stocks' prices. We show that while the average of the index did not fall very much over the time period of the study, its day-to-day fluctuations strongly increased due to the crises. Using an approach based on multiplicative processes with a detrending procedure, we study the scale-dependence of the non-Gaussian PDFs, and show that the temporal dependence of their tails indicates a gradual and systematic increase in the probability of the appearance of large increments in the returns on approaching distinct critical time scales over which the TEPIX has exhibited maximum uncertainty.
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PDF链接：
https://arxiv.org/pdf/0706.1460