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    • Scaling in the bombay stock exchange index

      Ashok Razdan

      Research Articles Volume 58 Issue 3 March 2002 pp 537-544

    • Fulltext

       

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      Permanent link:
      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

       
      Published
      March 2002
      Manuscript received
      19 May 2001
      Manuscript revised
      27 August 2001

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      Posted on July 25, 2019

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