• Scaling in the bombay stock exchange index

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      https://www.ias.ac.in/article/fulltext/pram/058/03/0537-0544

    • Keywords

       

      Fractals; multifractals; R/S analysis; scaling; stock markets

    • Abstract

       

      In this paper we study Bombay stock exchange (BSE) index financial time series for fractal and multifractal behaviour. We show that BSE index time series is monofractal and can be represented by a fractional Brownian motion.

    • Author Affiliations

       

      Ashok Razdan1

      1. Nuclear Research Laboratory, Bhabha Atomic Research Centre, Trombay, Mumbai - 400 085, India
    • Dates

       
  • Pramana – Journal of Physics | News

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