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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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| Hlavní autor: | |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
PC Technology Center
2015-04-01
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| Edice: | ScienceRise |
| Témata: | |
| On-line přístup: | http://journals.uran.ua/sciencerise/article/view/41409 |
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