Bobrovych R.P. Indicators of a crisis in the stock market

Journal Title: Економіка: реалії часу - Year 2015, Vol 1, Issue 17

Abstract

The article dedicated to a search of indicators of the crisis in stock markets. The dynamics of global stock indices and parameters that characterize the variability of markets – volatility and Hurst were analyzed. Some characteristic of the dynamics of these parameters in the pre-crisis period were revealed.

Authors and Affiliations

Valentina Andrienko, Rimma Bobrovych

Keywords

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  • EP ID EP580774
  • DOI -
  • Views 78
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How To Cite

Valentina Andrienko, Rimma Bobrovych (2015). Bobrovych R.P. Indicators of a crisis in the stock market. Економіка: реалії часу, 1(17), 157-162. https://europub.co.uk/articles/-A-580774