Multifractal analysis of the dynamics of NIKKEI and HKSE Asian stock indices

The paper studies the dynamics of NIKKEI and HKSE stock indices in Asia from 2014 to 2015. The work uses multifractal analysis and R/S analysis to study the dynamics of the stock indices. The research reviews scientific works that has multifractal analysis as the subject of research. The study highl...

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Bibliographic Details
Main Authors: Олена Ігорівна Ляшенко, Катерина Ігорівна Крицун
Format: Article
Language:English
Published: PC Technology Center 2016-03-01
Series:Tehnologìčnij Audit ta Rezervi Virobnictva
Subjects:
Online Access:http://journals.uran.ua/tarp/article/view/66117