Scaling in the Bombay stock exchange index

Pramana

Ashok Razdan¹ 

[1] Nuclear Research Laboratory, Bhabha Atomic Research Centre, Trombay, Mumbai 400 085, India$$

关键词: Fractals;    multifractals;    𝑅/𝑆 analysis;    scaling;    stock markets.;   

DOI  :  

学科分类：物理（综合）

来源: Indian Academy of Sciences

【 摘 要 】

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.

【 授权许可】

Unknown