Use of precursor indicators of crisis phenomena of the financial market on the basis of the scale-dependent Lyapunov exponent

The article considers methods of building up precursor indicators of crisis phenomena on the basis of the scale-dependent Lyapunov exponents, provides results of experimental work on prevention of crisis phenomena in the stock, currency and spot markets. It develops main approaches on prevention of crisis phenomena in the financial market.

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Year of publication:	2013
Authors:	Nikolaevich, Solovyov Vladimir ; Stratiychuk Igor O.
Published in:	The Problems of Economy. - ISSN 2222-0712. - 2013, 2, p. 279-283
Subject:	financial market \| precursor indicator \| scale-dependent Lyapunov exponent \| crisis phenomena

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010855909