Scale-Dependent Price Fluctuations for the Indian Stock Market

Kaushik Matia, Mukul Pal, H. Eugene Stanley and H. Salunkay

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Abstract: Classic studies of the probability density of price fluctuations $g$ for stocks and foreign exchanges of several highly developed economies have been interpreted using a {\it power-law} probability density function $P(g) \sim g^{-(\alpha+1)}$ with exponent values $\alpha > 2$, which are outside the L\'evy-stable regime $0

Date: 2003-08
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