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

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