Proceedings of TUSUR University / Archive / Issue of Journal № 2, t. 20, 2017 / Investigation of the predictive ability of the Hurst index in relation to the Russian stock market

Investigation of the predictive ability of the Hurst index in relation to the Russian stock market

Authors: Borovskoy I. G., Zhuchkov A. O.

Annotation: 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

Last issue

Viktor N. Maslennikov

Executive Secretary of the Editor’s Office

Editor’s Office: 40 Lenina Prospect, Tomsk, 634050, Russia

Phone / Fax: + 7 (3822) 51-21-21 / 51-43-02

Subscription for updates

Proceedings of TUSUR University

Editor’s Office: 40 Lenina Prospect, office 310/2, 634050, Tomsk, Russia Phone: + 7 (3822) 51-21-21 vnmas@tusur.ru

Any use of texts or graphics published on journal.tusur.ru must be accompanied by an active hyperlink to the TUSUR site.