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- W570320101 abstract "Abstract The behaviour of Indian stock markets has a persistent close association with the behaviour of American stock exchange. The present work is an effort in this direction and the purpose of the present work is to investigate the periodicity of the two prime Indian stock market indices viz. SENSEX and NIFTY and the prime American stock market indices viz. DOW-JONES and SP for NIFTY periods of 22, 38, 52 and 139 months; for DOW-JONES periods of 23, 25, 27, 30, 59, 107, 138, 194 and 494 months and for S&P500 periods of 28, 66, 74, 149 and 384 months. With this specific periodic behaviour we have also observed some pseudo-periods in the present four financial time series which certainly adds to the uncertainty in the process of prediction for the same." @default.
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- W570320101 date "2015-08-01" @default.
- W570320101 modified "2023-09-27" @default.
- W570320101 title "Search for the periodicity of the prime Indian and American stock exchange indices using date-compensated discrete Fourier transform" @default.
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- W570320101 doi "https://doi.org/10.1016/j.chaos.2015.05.020" @default.
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