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Scaling in the bombay stock exchange index |
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| Authors: | Ashok Razdan |
| Affiliation: | (1) Nuclear Research Laboratory, Bhabha Atomic Research Centre, 400 085 Trombay, Mumbai, India |
| 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. |
| Keywords: | Fractals multifractals R/S analysis scaling stock markets |
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