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• W1491911897 abstract "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 transient, non-statistical and locally structured variations. For that purpose, we make use of Daubechies wavelet and characterize the fractal behavior of the returns using a recently developed wavelet based fluctuation analysis method. the returns show a fat-tail distribution as also weak non-statistical behavior. We have also carried out continuous wavelet as well as Fourier power spectral analysis to characterize the periodic nature and correlation properties of the time series." @default.
• W1491911897 created "2016-06-24" @default.
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• W1491911897 date "2010-01-01" @default.
• W1491911897 modified "2023-09-23" @default.
• W1491911897 title "Statistical Properties of Fluctuations: A Method to Check Market Behavior" @default.
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• W1491911897 doi "https://doi.org/10.1007/978-88-470-1501-2_13" @default.
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