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- W1639092545 abstract "Till recently statistical methods and Fourier analysis were employed to study fluctuations in stock markets in general and Indian stock market in particular. However current trend is to apply the concepts of wavelet methodology and Hurst exponent, see for example the work of Manchanda, J. Kumar and Siddiqi, Journal of the Frankline Institute 144 (2007), 613–636 and paper of Cajueiro and B. M. Tabak. Cajueiro and Tabak, Physica A, 2003, have checked the efficiency of emerging markets by computing Hurst component over a time window of 4 years of data. Our goal in the present paper is to understand the dynamics of the Indian stock market. We look for the persistency in the stock market through Hurst exponent and fractal dimension of time series data of BSE 100 and NIFTY 50." @default.
- W1639092545 created "2016-06-24" @default.
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- W1639092545 date "2009-01-01" @default.
- W1639092545 modified "2023-09-25" @default.
- W1639092545 title "ESTIMATION OF HURST EXPONENT FOR THE FINANCIAL TIME SERIES" @default.
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- W1639092545 doi "https://doi.org/10.1063/1.3183547" @default.
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