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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Bibliographic Details
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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