Difference in nature of correlation between NASDAQ and BSE indices

Physica A: Statistical Mechanics and its Applications

Volumn 387, Issue 23, 2008, Pages 5810-5817

  Manimaran, P ^a   Panigrahi, Prasanta K ^b,c   Parikh, Jitendra C ^c  

^a UNIVERSITY OF HYDERABAD   (India)

^b INDIAN INSTITUTE OF SCIENCE EDUCATION AND RESEARCH KOLKATA   (India)

^c PHYSICAL RESEARCH LABORATORY   (India)

Author keywords

Discrete wavelets; Fluctuations; Fractals; Hurst exponent; Time series

Indexed keywords

BLIND SOURCE SEPARATION; FRACTALS; STATISTICAL METHODS; TIME SERIES ANALYSIS; WAVELET TRANSFORMS;

COMPOSITE INDEX; DAUBECHIES; DISCRETE WAVELETS; FINANCIAL TIME SERIES; FLUCTUATIONS; FRACTAL BEHAVIORS; GAUSSIAN RANDOM NOISE; HURST EXPONENT; MULTIFRACTAL BEHAVIOR; NON-STATIONARY; NON-STATIONARY DATA; SCALING PROPERTIES; STATISTICAL CORRELATIONS; STOCK INDICES; TIME SERIES; VARIABLE WINDOWS; WAVELET-BASED APPROACH;

CORRELATION METHODS;

EID: 48849087945     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2008.06.033     Document Type: Article

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