Scaling in the Bombay Stock Exchange Index

Ashok Razdan

Papers from arXiv.org

Abstract: In this paper we study BSE Index financial time series for fractal and multifractal behaviour. We show that Bombay stock Exchange (BSE)Index time series is mono-fractal and can be represented by a fractional Brownian motion.

Date: 2001-08
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:cond-mat/0108452

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