77 citations · 214 across the 12 of their papers we have counts for
3 papers · 1 filter
Characterizing price index behavior through fluctuation dynamics
Prasanta K. Panigrahi, Sayantan Ghosh, Arjun Banerjee +2
We study the nature of fluctuations in variety of price indices involving companies listed on the New York Stock Exchange. The fluctuations at multiple scales are extracted through…
Characterizing Multi-Scale Self-Similar Behavior and Non-Statistical Properties of Financial Time Series
Sayantan Ghosh, P. Manimaran, Prasanta K. Panigrahi
We make use of wavelet transform to study the multi-scale, self similar behavior and deviations thereof, in the stock prices of large companies, belonging to different economic sec…
Statistical Properties of Fluctuations: A Method to Check Market Behavior
Prasanta K. Panigrahi, Sayantan Ghosh, P. Manimaran +1
We analyze the Bombay stock exchange (BSE) price index over the period of last 12 years. Keeping in mind the large fluctuations in last few years, we carefully find out the transie…