Scaling in the Bombay Stock Exchange Index
arXiv:cond-mat/0108452 · doi:10.1007/s12043-002-0063-y
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.
11 pages,3 figures