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
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