ASPECTS OF USE FRACTAL ANALYSIS IN THE EXCHANGE MARKET OF UKRAINE

ASPECTS OF USE FRACTAL ANALYSIS IN THE EXCHANGE MARKET OF UKRAINE

The paper describes testing of monofractal analysis for obtaining Herst's indicator by Mandelbrot's method on example of exchange rates in the financial market of Ukraine. The assessment shows an adequacy of the results generated by calculating the Hurst parameters for the selected data sa...

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Main Author: K. Krytsun
Format: Article
Language:deu
Published: Publishing Center "Kyiv University" 2014-06-01
Series:Vìsnik. Kiïvsʹkogo Nacìonalʹnogo Unìversitetu ìmenì Tarasa Ševčenka. Ekonomìka
Subjects:
post index Hurst
Meter
fractal analysis
valyustock Market
finantial Market
fractal Theory
currency exchange rate
R/S analysis
Online Access:http://bulletin-econom.univ.kiev.ua/wp-content/plugins/download-attachments/includes/download.php?id=1722
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spelling doaj-7d1d0cb590a349d28b90b516b42ace7d2020-11-24T23:22:42ZdeuPublishing Center "Kyiv University"Vìsnik. Kiïvsʹkogo Nacìonalʹnogo Unìversitetu ìmenì Tarasa Ševčenka. Ekonomìka1728-26672079-908X2014-06-017160485310.17721/1728-2667.2014/160-7/10ASPECTS OF USE FRACTAL ANALYSIS IN THE EXCHANGE MARKET OF UKRAINEK. Krytsun0Taras Shevchenko National University of Kyiv, KyivThe paper describes testing of monofractal analysis for obtaining Herst's indicator by Mandelbrot's method on example of exchange rates in the financial market of Ukraine. The assessment shows an adequacy of the results generated by calculating the Hurst parameters for the selected data sample. The study highlights the relationship between the crisis in the market and obtained indicators. Argued the feasibility of using R / S analysis to obtain data on the foreign exchange in the financial market of Ukraine using a small sample volume. Grounded perspective of using this method in the study of the dynamics of financial time series. http://bulletin-econom.univ.kiev.ua/wp-content/plugins/download-attachments/includes/download.php?id=1722post index HurstMeterfractal analysisvalyustock Marketfinantial Marketfractal Theorycurrency exchange rateR/S analysis
collection DOAJ
language deu
format Article
sources DOAJ
author K. Krytsun
spellingShingle K. Krytsun
ASPECTS OF USE FRACTAL ANALYSIS IN THE EXCHANGE MARKET OF UKRAINE
Vìsnik. Kiïvsʹkogo Nacìonalʹnogo Unìversitetu ìmenì Tarasa Ševčenka. Ekonomìka
post index Hurst
Meter
fractal analysis
valyustock Market
finantial Market
fractal Theory
currency exchange rate
R/S analysis
author_facet K. Krytsun
author_sort K. Krytsun
title ASPECTS OF USE FRACTAL ANALYSIS IN THE EXCHANGE MARKET OF UKRAINE
title_short ASPECTS OF USE FRACTAL ANALYSIS IN THE EXCHANGE MARKET OF UKRAINE
title_full ASPECTS OF USE FRACTAL ANALYSIS IN THE EXCHANGE MARKET OF UKRAINE
title_fullStr ASPECTS OF USE FRACTAL ANALYSIS IN THE EXCHANGE MARKET OF UKRAINE
title_full_unstemmed ASPECTS OF USE FRACTAL ANALYSIS IN THE EXCHANGE MARKET OF UKRAINE
title_sort aspects of use fractal analysis in the exchange market of ukraine
publisher Publishing Center "Kyiv University"
series Vìsnik. Kiïvsʹkogo Nacìonalʹnogo Unìversitetu ìmenì Tarasa Ševčenka. Ekonomìka
issn 1728-2667
2079-908X
publishDate 2014-06-01
description The paper describes testing of monofractal analysis for obtaining Herst's indicator by Mandelbrot's method on example of exchange rates in the financial market of Ukraine. The assessment shows an adequacy of the results generated by calculating the Hurst parameters for the selected data sample. The study highlights the relationship between the crisis in the market and obtained indicators. Argued the feasibility of using R / S analysis to obtain data on the foreign exchange in the financial market of Ukraine using a small sample volume. Grounded perspective of using this method in the study of the dynamics of financial time series.
topic post index Hurst
Meter
fractal analysis
valyustock Market
finantial Market
fractal Theory
currency exchange rate
R/S analysis
url http://bulletin-econom.univ.kiev.ua/wp-content/plugins/download-attachments/includes/download.php?id=1722
work_keys_str_mv AT kkrytsun aspectsofusefractalanalysisintheexchangemarketofukraine
_version_ 1725566872154275840

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