Application with Implications of Log-Periodic Trends to Financial Bubbles:A Case for Econoplysics
|International Journal of Engineering Trends and Technology (IJETT)||
|© 2019 by IJETT Journal|
|Year of Publication : 2019|
|Authors : Debasis Patnaik, U Siddharth
|DOI : 10.14445/22315381/IJETT-V67I5P218|
MLA Style: Debasis Patnaik, U Siddharth "Application with Implications of Log-Periodic Trends to Financial Bubbles:A Case for Econoplysics" International Journal of Engineering Trends and Technology 67.5 (2019):115-123.
APA Style: Debasis Patnaik, U Siddharth (2019). Application with Implications of Log-Periodic Trends to Financial Bubbles:A Case for Econoplysics International Journal of Engineering Trends and Technology,67(5),115-123.
This paper attempts to understand the phenomenon of market crashes in BSE India. This involves the identification of its causes, mechanism, properties that the market exhibits as well as the identification of the market indicators and its success in the predetermination of market crashes. An analysis on the time series data of the Bombay Stock Exchange is also tested for log-periodic trends to assess market stability.
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 For obtaining data regarding the Bombay Stock Exchange this site was used http://www.bseindia.com/histdata/hindices.asp
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Log periodic, bubbles, anti bubbles, econophysics, BSE-India, Time series.