KFU. Card publication. APPLICATION OF FRACTAL ANALYSIS METHOD FOR STUDYING STOCK MARKET

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FEDERAL UNIVERSITY

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APPLICATION OF FRACTAL ANALYSIS METHOD FOR STUDYING STOCK MARKET

Form of presentation

Articles in international journals and collections

Year of publication

2020

Язык

английский

Authors, employees of KFU

Maklecov Sergey Vladislavovich, author

Opokina Nadezhda Anatolevna, author

Bibliographic description in the original language

Makletsov Sergey Vladislavovich, Opokina Nadezhda Anatolevna, Shafigullin Ilnar Kasiymovich, APPLICATION OF FRACTAL ANALYSIS METHOD FOR STUDYING STOCK MARKET//INTERNATIONAL TRANSACTION JOURNAL OF ENGINEERING MANAGEMENT & APPLIED SCIENCES & TECHNOLOGIES. - 2020. - Vol.11, Is.1. - Art. №11A01E.

Keywords

R/S analysis; fractal analysis; Hurst index;fractal time series; financial market;volatility of financial series.

The name of the journal

INTERNATIONAL TRANSACTION JOURNAL OF ENGINEERING MANAGEMENT & APPLIED SCIENCES & TECHNOLOGIES

URL

http://tuengr.com/V11/11A01EM.pdf

Please use this ID to quote from or refer to the card

https://repository.kpfu.ru/eng/?p_id=220278&p_lang=2

Full metadata record

Field DC	Value	Language
dc.contributor.author	Maklecov Sergey Vladislavovich	ru_RU
dc.contributor.author	Opokina Nadezhda Anatolevna	ru_RU
dc.date.accessioned	2020-01-01T00:00:00Z	ru_RU
dc.date.available	2020-01-01T00:00:00Z	ru_RU
dc.date.issued	2020	ru_RU
dc.identifier.citation	Makletsov Sergey Vladislavovich, Opokina Nadezhda Anatolevna, Shafigullin Ilnar Kasiymovich, APPLICATION OF FRACTAL ANALYSIS METHOD FOR STUDYING STOCK MARKET//INTERNATIONAL TRANSACTION JOURNAL OF ENGINEERING MANAGEMENT & APPLIED SCIENCES & TECHNOLOGIES. - 2020. - Vol.11, Is.1. - Art. №11A01E.	ru_RU
dc.identifier.uri	https://repository.kpfu.ru/eng/?p_id=220278&p_lang=2	ru_RU
dc.description.abstract	INTERNATIONAL TRANSACTION JOURNAL OF ENGINEERING MANAGEMENT & APPLIED SCIENCES & TECHNOLOGIES	ru_RU
dc.language.iso	ru	ru_RU
dc.subject		ru_RU
dc.title	APPLICATION OF FRACTAL ANALYSIS METHOD FOR STUDYING STOCK MARKET	ru_RU
dc.type	Articles in international journals and collections	ru_RU