The model of volatility of the exchange rate (RUR/USD), based on the fractal characteristics of time series
Year of publication: |
2014
|
---|---|
Authors: | Putko, Boris ; Didenko, Alexander ; Dubovikov, Mikhail |
Published in: |
Applied Econometrics. - Publishing House "SINERGIA PRESS". - Vol. 36.2014, 4, p. 79-87
|
Publisher: |
Publishing House "SINERGIA PRESS" |
Subject: | FX market | volatility | fractal parameters | unsteady state forecast |
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