ASPECTS OF USE FRACTAL ANALYSIS IN THE EXCHANGE MARKET OF UKRAINE
Journal Title: Вісник Київського національного університету імені Тараса Шевченка. Економіка. - Year 2014, Vol 7, Issue 160
Abstract
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.
Authors and Affiliations
Katerina Krytsun
Keywords
Related Articles
- EP ID EP404228
- DOI 10.17721/1728-2667.2014/160-7/10
- Views 61
- Downloads 0
DEVELOPMENT AND IMPLEMENTATION OF CLUSTER POLICY: RUSSIAN AND INTERNATIONAL PRACTICE
The cluster policy is one of popular instruments of state regulation of regional development. Its main advantage – possibility of creation (on the basis of clusters) the "growth poles" in region economy. Feature of proce...
THE ROLE OF THE COMMERCIAL BANKS' CAPITAL IN REALIZATION OF INVESTMENT POTENTIAL OF BANKING SYSTEM OF UKRAINE
The regulatory capital of bank plays an important role not only in the core activities of the bank, but also contributes to the goals of the investment potential of the national economy. Amid financial crisis in the nati...
THE ESSENCE AND NEED TO MOVE TOWARDS SUSTAINABLE ECONOMIC DEVELOPMENT
In the article has been investigated the essence of sustainable economic development, which, in contrast to the concept of sustainable economic growth, does not provide stimulation of public demand, but suggests a transi...
STUDYING BUSINESS CYCLES SYNCHRONIZATION
The paper researches business cycles synchronization. The fluctuations in post-Soviet countries are considered. The study examines different measures of synchronization in groups of countries according to some criteria.
Situation Analysis of Factors of Pricing Machine-Building Enterprises
The article consist of situational analysis of pricing factors machine building enterprises, which allowed to form strategic decisions in the area of pricing on the basis of the results obtained. It is concluded that the...