Investigation of the predictive ability of the Hurst index in relation to the Russian stock market
DOI: 10.21293/1818-0442-2017-20-2-76-78
Abstract: A study is made of the predictive ability of the Hurst index on the example of the Russian stock market.
Keywords: hurst index, stock market, forecast
For citation:
Borovskoy I. G., Zhuchkov A. O. Investigation of the predictive ability of the Hurst index in relation to the Russian stock market. Doklady Tomskogo gosudarstvennogo universiteta sistem upravleniya i radioelektroniki, 2017, vol. 20, no. 2, pp. 76–78. DOI: 10.21293/1818-0442-2017-20-2-76-78
Authors and copyright holders:
- Borovskoy I. G. , Tomsk State University of Control Systems and Radioelectronics (Tomsk, Russia)
- Zhuchkov A. O.
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