Efficiency of financial markets during crisis periods: fractal analysis approach
Using the Hirst exponent to assess the effectiveness of financial markets. Analysis of the Russian financial market. Testing of hypotheses about the efficiency of markets calm and crisis periods. Predicting the impending crisis using the Hurst indicator.
| Рубрика | Экономика и экономическая теория |
| Предмет | Economics and Statistics |
| Вид | дипломная работа |
| Язык | английский |
| Прислал(а) | Аля |
| Дата добавления | 01.09.2017 |
| Размер файла | 2,3 M |
Отправить свою хорошую работу в базу знаний просто. Используйте форму, расположенную ниже
Студенты, аспиранты, молодые ученые, использующие базу знаний в своей учебе и работе, будут вам очень благодарны.
Подобные документы
The global financial and economic crisis. Monetary and financial policy, undertaken UK during a crisis. Combination of aggressive expansionist monetary policy and decretive financial stimulus. Bank repeated capitalization. Support of domestic consumption.
реферат [108,9 K], добавлен 29.06.2011Financial bubble - a phenomenon on the financial market, when the assessments of people exceed the fair price. The description of key figures of financial bubble. Methods of predicting the emergence of financial bubbles, their use in different situations.
реферат [90,0 K], добавлен 14.02.2016Analysis of the status and role of small business in the economy of China in the global financial crisis. The definition of the legal regulations on its establishment. Description of the policy of the state to reduce their reliance on the banking sector.
реферат [17,5 K], добавлен 17.05.2016The essence of economic efficiency and its features determination in grain farming. Methodology basis of analysis and efficiency of grain. Production resources management and use. Dynamics of grain production. The financial condition of the enterprise.
курсовая работа [70,0 K], добавлен 02.07.2011General characteristic of the LLC DTEK Zuevskaya TPP and its main function. The history of appearance and development of the company. Characteristics of the organizational management structure. Analysis of financial and economic performance indicators.
отчет по практике [4,2 M], добавлен 22.05.2015The stock market and economic growth: theoretical and analytical questions. Analysis of the mechanism of the financial market on the efficient allocation of resources in the economy and to define the specific role of stock market prices in the process.
дипломная работа [5,3 M], добавлен 07.07.2013Directions of activity of enterprise. The organizational structure of the management. Valuation of fixed and current assets. Analysis of the structure of costs and business income. Proposals to improve the financial and economic situation of the company.
курсовая работа [1,3 M], добавлен 29.10.2014Establishing a favorable environment for investments, removing administrative barriers. Establishing high-technology parks. Formation of financial mechanisms to attract and support investments, tax stimulation measures. Brand promotion of Russian regions.
реферат [15,9 K], добавлен 04.06.2013Mergers and acquisitions: definitions, history and types of the deals. Previous studies of post-merger performance and announcement returns and Russian M&A market. Analysis of factors driving abnormal announcement returns and the effect of 2014 events.
дипломная работа [7,0 M], добавлен 02.11.2015Gas pipeline construction: calculating the pipe diameter, the pressure required for the transportation of natural gas compressors. The definition of capital costs for construction and operation of the pipeline. Financial management of the project.
статья [774,7 K], добавлен 05.12.2012Organizational structure of "Samruk-Kazyna" JSC. Formation of financial resources of the Fund. Mining and power assets directorate. The characteristic stages of the process of registration of new legal entities. Cash flow from the operating activity has.
отчет по практике [2,6 M], добавлен 02.02.2015The use of computers in education. Improvements in health, education and trade in poor countries. Financial education as a mandatory component of the curriculum. Negative aspects of globalization. The role of globalization in the economic development.
контрольная работа [57,9 K], добавлен 13.05.2014A variety of economy of Kazakhstan, introduction of the international technical, financial, business standards, the introduction to the WTO. The measures planned in the new Tax code. Corporation surtax. Surtax reform. Economic growth and development.
реферат [27,2 K], добавлен 26.02.2012The influence of the movement of refugees to the economic development of host countries. A description of the differences between forced and voluntary migration from the point of view of economic, political consequences. Supply in the labor markets.
статья [26,6 K], добавлен 19.09.2017Natural gas market overview: volume, value, segmentation. Supply and demand Factors of natural gas. Internal rivalry & competitors' overview. Outlook of the EU's energy demand from 2007 to 2030. Drivers of supplier power in the EU natural gas market.
курсовая работа [2,0 M], добавлен 10.11.2013Negative consequences proceeding in real sector of economy. Social stratification in a society. Estimation of efficiency of economic safety. The parity of the manufacturers of commodity production. Main problems of the size of pension of common people.
статья [15,4 K], добавлен 12.04.2012A theoretic analysis of market’s main rules. Simple Supply and Demand curves. Demand curve shifts, supply curve shifts. The problem of the ratio between supply and demand. Subsidy as a way to solve it. Effects of being away from the Equilibrium Point.
курсовая работа [56,3 K], добавлен 31.07.2013The definition of term "economic security of enterprise" and characteristic of it functional components: technical and technological, intellectual and human resources component, information, financial, environmental, political and legal component.
презентация [511,3 K], добавлен 09.03.2014The influence of corruption on Ukrainian economy. Negative effects of corruption. The common trends and consequences of increasing corruption. Crimes of organized groups and criminal organizations. Statistical data of crime in some regions of Ukraine.
статья [26,7 K], добавлен 04.01.2014The air transport system in Russia. Project on the development of regional air traffic. Data collection. Creation of the database. Designing a data warehouse. Mathematical Model description. Data analysis and forecasting. Applying mathematical tools.
реферат [316,2 K], добавлен 20.03.2016
