Scaling in the Bombay Stock Exchange Index
Statistical Mechanics
2009-11-07 v1 Statistical Finance
Abstract
In this paper we study BSE Index financial time series for fractal and multifractal behaviour. We show that Bombay stock Exchange (BSE)Index time series is mono-fractal and can be represented by a fractional Brownian motion.
Cite
@article{arxiv.cond-mat/0108452,
title = {Scaling in the Bombay Stock Exchange Index},
author = {Ashok Razdan},
journal= {arXiv preprint arXiv:cond-mat/0108452},
year = {2009}
}
Comments
11 pages,3 figures