21 citations · 70 across the 7 of their papers we have counts for
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q-fin.ST2019★ 19 cited
Identification of short-term and long-term time scales in stock markets and effect of structural break
Ajit Mahata, Debi Prasad Bal, Md Nurujjaman
The paper presents the comparative study of the nature of stock markets in short-term and long-term time scales with and without structural break in the stock data. Structural brea…
q-fin.ST2019★ 12 cited
Time scales in stock markets
Ajit Mahata, Md Nurujjaman
Different investment strategies are adopted in short-term and long-term depending on the time scales, even though time scales are adhoc in nature. Empirical mode decomposition base…