摘要翻译：
在证券交易所收益率方面，我们计算了正负DAX（德国）指数日收益率r(t)的归一化概率分布F{DAX,+}和F{DAX,-}的解析表达式。此外，我们定义了alpha重新标度的DAX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+=0.50和α-=0.48。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：
《Universality in DAX index returns fluctuations》
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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：
  In terms of the stock exchange returns, we compute the analytic expression of the probability distributions F{DAX,+} and F{DAX,-} of the normalized positive and negative DAX (Germany) index daily returns r(t). Furthermore, we define the alpha re-scaled DAX 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+=0.50 and alpha-=0.48. 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/1004.1136