ASPECTS OF USE FRACTAL ANALYSIS IN THE EXCHANGE MARKET OF UKRAINE
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 sa...
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| Format: | Article |
| Language: | deu |
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Publishing Center "Kyiv University"
2014-06-01
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| Series: | Вісник Київського національного університету імені Тараса Шевченка. Серія Економіка |
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| Online Access: | http://bulletin-econom.univ.kiev.ua/wp-content/plugins/download-attachments/includes/download.php?id=1722 |
| _version_ | 1818500767752912896 |
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| author | K. Krytsun |
| author_facet | K. Krytsun |
| author_sort | K. Krytsun |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-12-10T20:47:14Z |
| format | Article |
| id | doaj.art-7d1d0cb590a349d28b90b516b42ace7d |
| institution | Directory Open Access Journal |
| issn | 1728-2667 2079-908X |
| language | deu |
| last_indexed | 2024-12-10T20:47:14Z |
| publishDate | 2014-06-01 |
| publisher | Publishing Center "Kyiv University" |
| record_format | Article |
| series | Вісник Київського національного університету імені Тараса Шевченка. Серія Економіка |
| spelling | doaj.art-7d1d0cb590a349d28b90b516b42ace7d2022-12-22T01:34:12ZdeuPublishing Center "Kyiv University"Вісник Київського національного університету імені Тараса Шевченка. Серія Економіка1728-26672079-908X2014-06-017160485310.17721/1728-2667.2014/160-7/10ASPECTS OF USE FRACTAL ANALYSIS IN THE EXCHANGE MARKET OF UKRAINEK. Krytsun0Taras Shevchenko National University of Kyiv, KyivThe 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.http://bulletin-econom.univ.kiev.ua/wp-content/plugins/download-attachments/includes/download.php?id=1722post index HurstMeterfractal analysisvalyustock Marketfinantial Marketfractal Theorycurrency exchange rateR/S analysis |
| spellingShingle | K. Krytsun ASPECTS OF USE FRACTAL ANALYSIS IN THE EXCHANGE MARKET OF UKRAINE Вісник Київського національного університету імені Тараса Шевченка. Серія Економіка post index Hurst Meter fractal analysis valyustock Market finantial Market fractal Theory currency exchange rate R/S analysis |
| title | ASPECTS OF USE FRACTAL ANALYSIS IN THE EXCHANGE MARKET OF UKRAINE |
| title_full | ASPECTS OF USE FRACTAL ANALYSIS IN THE EXCHANGE MARKET OF UKRAINE |
| title_fullStr | ASPECTS OF USE FRACTAL ANALYSIS IN THE EXCHANGE MARKET OF UKRAINE |
| title_full_unstemmed | ASPECTS OF USE FRACTAL ANALYSIS IN THE EXCHANGE MARKET OF UKRAINE |
| title_short | ASPECTS OF USE FRACTAL ANALYSIS IN THE EXCHANGE MARKET OF UKRAINE |
| title_sort | aspects of use fractal analysis in the exchange market of ukraine |
| topic | post index Hurst Meter fractal analysis valyustock Market finantial Market fractal Theory currency exchange rate R/S analysis |
| url | http://bulletin-econom.univ.kiev.ua/wp-content/plugins/download-attachments/includes/download.php?id=1722 |
| work_keys_str_mv | AT kkrytsun aspectsofusefractalanalysisintheexchangemarketofukraine |