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Condensed Matter
Statistical Mechanics
Scaling in the Bombay Stock Exchange Index
Ashok Razdan
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.
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Submitted on 28 Aug 2001
Updated
arXiv.org
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