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.
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Razdan, A. Scaling in the bombay stock exchange index. Pramana - J Phys 58, 537–544 (2002). https://doi.org/10.1007/s12043-002-0063-y
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DOI: https://doi.org/10.1007/s12043-002-0063-y