Scaling in the Bombay Stock Exchange Index

Details Scaling in the Bombay Stock Exchange Index Scaling in the Bombay Stock Exchange Index

2001-08-28

arxiv.org/abs/cond-mat/0108452v1

Physics

Condensed Matter

Statistical Mechanics

11 pages,3 figures

Scientific paper

10.1007/s12043-002-0063-y

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.

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