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Prediction of crisis in the stock market
<p>The article deals with the search of crisis indicators on the stock markets. Based on R/S analysis it is revealed that the pre-crisis period varies fractal dimension of the space of empirical data, namely changing the nature of the object under study. Dimension of the space is proposed to u...
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| Autor principal: | |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
PC Technology Center
2015-04-01
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| Colecção: | ScienceRise |
| Assuntos: | |
| Acesso em linha: | http://journals.uran.ua/sciencerise/article/view/41409 |
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