Jun 24, 2016 · For currency pairs Hurst index tends to maintain its average value in stable economic situation, while it is an indicator of events af- fecting ...

Feb 5, 2017 · For currency pairs Hurst index tends to maintain its average value in stable economic situation, while it is an indicator of events affecting ...

Analysis of currency quotes behavior on the currency market by defining dynamic changes over time under the hypothesis of fractal market for 17 major ...

For currency pairs Hurst index tends to maintain its average value in stable economic situation, while it is an indicator of events affecting directly or ...

The dynamics of Hurst index, calculated at closing prices for. Fractal analysis of currency market: Hurst index as an indicator of abnormal events.

Oct 1, 2020 · In most significant cases including the 2020 crisis we can see tendency of the Hurst exponent to approach 0.5 value before a collapse occurs. It ...

For currency pairs Hurst index tends to maintain its average value in stable economic situation, while it is an indicator of events affecting directly or ...

In this study, we address the efficient analysis of this market by verifying the day-of-the-week effect with fractal analysis.

It is pointed out that a careful analysis of the local Hurst exponent signal may significantly help to determine the stability of trends and return rates on a ...

This study aims to investigate the market efficiency of emerging stock markets, namely the Mexico, Indonesia, Nigeria, and Turkey (MINT) stock markets based on ...