Comparative Analysis of Correspondence of Hypotheses on Statistical Properties of Stock Market Indicators with Real Observations Сравнительный анализ соответствия гипотез о статистических свойствах показателей фондового рынка реальным наблюдениям
The article provides results of comparative primary analysis of basis and chain indices of growth, which characterise dynamics of the stock market. It identifies auto-correlation functions of these indicators in order to determine the depth of the market memory. It calculates the Hurst exponent for...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Research Centre of Industrial Problems of Development of NAS of Ukraine
2013-07-01
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| Series: | Bìznes Inform |
| Subjects: | |
| Online Access: | http://www.business-inform.net/pdf/2013/7_0/97_104.pdf |