Open AccessInvestigation of the predictive ability of the Hurst index in relation to the Russian stock market
Author(s) -
I. G. Borovskoy,
A. O. Zhuchkov
Publication year - 2017
Publication title -
doklady tomskogo gosudarstvennogo universiteta sistem upravleniâ i radioèlektroniki
Language(s) - English
Resource type - Journals
ISSN - 1818-0442
DOI - 10.21293/1818-0442-2017-20-2-76-78
Subject(s) - index (typography) , stock market index , stock market , econometrics , relation (database) , hurst exponent , financial economics , economics , statistics , computer science , mathematics , geography , data mining , context (archaeology) , archaeology , world wide web