摘要翻译：
本文计算了归一化正负AEX（荷兰）指数日收益率r(t)的概率分布F{AEX,+}和F{AEX,-}的解析表达式。在此基础上，我们定义了\alpha重新标度的AEX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)概率密度函数求出优化α-涨落直方图数据折叠的α-值。最优参数为α+=0.46和α-=0.43。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 AEX index》
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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{AEX,+} and F{AEX,-} of the normalized positive and negative AEX (Netherlands) index daily returns r(t). Furthermore, we define the \alpha re-scaled AEX 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+=0.46 and \alpha-=0.43. 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/1004.1210