Scaling in the bombay stock exchange index

被引：0
|
作者：
Ashok Razdan
机构：
[1] Bhabha Atomic Research Centre,Nuclear Research Laboratory
来源：
Pramana | 2002年 / 58卷
关键词：
Fractals; multifractals; analysis; scaling; stock markets; 47.53.+n; 89.75.Da; 89.75.kd; 01.55.+b;
D O I：
暂无
中图分类号：
学科分类号：
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.
引用
收藏
页码：537 / 544
页数：7
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