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Journal of International Studies
(Sep 2018)
Crisis and financial data properties: A persistence view
Alex Plastun,
Inna Makarenko,
Yuliia Yelnikova,
Аsiiat Sheliuk
Affiliations
Alex Plastun
Sumy State University
Inna Makarenko
Sumy State University
Yuliia Yelnikova
Sumy State University
Аsiiat Sheliuk
Sumy State University
DOI
https://doi.org/10.14254/2071-8330.2018/11-3/22
Journal volume & issue
Vol. 11, no. 3
Abstract
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No abstracts available.
Keywords
persistence
long memory
R/S analysis
Hurst exponent
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