aspects of use fractal analysis in the exchange market of ukraine
Clicks: 186
ID: 232894
2014
Article Quality & Performance Metrics
Overall Quality
Not rated
Combines reader engagement with the AI quality analysis. This
article has not been analysed, so there is no overall score —
reader engagement is measured and shown alongside.
Reader Engagement
Steady Performance
30.0
/100
186 views
19 readers
AI Quality Assessment
Not analyzed
Readership in this journal
SteadyRanked #14 of 27 articles by views in oversight and controls of the us environmental protection agency
Most read
Least read
Bar heights use a square-root scale.
Mint this article as an NFT
Not yet mintedCreate a permanent, verifiable on-chain record of this article on the Scimatic Network. The NFT is held in your Journament account, and you can withdraw it to your own wallet at any time.
5
SUSD
one-off · no wallet required
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.
| Reference Key |
krytsun2014vsnik.aspects
Use this key to autocite in the manuscript while using
SciMatic Manuscript Manager or Thesis Manager
|
|---|---|
| Authors | ;K. Krytsun |
| Journal | oversight and controls of the us environmental protection agency |
| Year | 2014 |
| DOI |
10.17721/1728-2667.2014/160-7/10
|
| URL | |
| Keywords |
Citations
No citations found. To add a citation, contact the admin at info@scimatic.org
Comments
No comments yet. Be the first to comment on this article.