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A search for long‐range dependence and chaotic structure in Indian stock market |
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| Authors: | Ritesh Kumar Mishra Sanjay Sehgal N.R. Bhanumurthy |
| Affiliation: | 1. Department of Financial Studies, University of Delhi, New Delhi, India;2. Department of Financial Studies, University of Delhi, India;3. National Institute of Public Finance and Policy (NIPFP), New Delhi, India |
| Abstract: | |
| Keywords: | C12 C22 G15 Random walk Long‐memory Nonlinear dependence Deterministic chaos |