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Impact of COVID-19 on the Financial Crisis - Calculation of Fractal Parameters

Author

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  • Alexander V Laktyunkin

    (VA Kotelnikov Institute of Radio Engineering and Electronics RAS 11-7, Mokhovaya St, Moscow, Russian Federation
    JNU-IREE RAS Joint Laboratory of Information Techniques and Fractal Signal Processing, Jinan University, Guangzhou, China)

  • Alexander A Potapov

    (VA Kotelnikov Institute of Radio Engineering and Electronics RAS 11-7, Mokhovaya St, Moscow, Russian Federation
    JNU-IREE RAS Joint Laboratory of Information Techniques and Fractal Signal Processing, Jinan University, Guangzhou, China
    Department of Electronic Engineering, College of Information Science and Technology, Jinan University, Guangzhou, China)

Abstract

The main purpose of this letter is to review the latest achievements in processing of financial series signals...

Suggested Citation

  • Alexander V Laktyunkin & Alexander A Potapov, 2020. "Impact of COVID-19 on the Financial Crisis - Calculation of Fractal Parameters," Biomedical Journal of Scientific & Technical Research, Biomedical Research Network+, LLC, vol. 30(5), pages 23768-23772, October.
    • Handle: RePEc:abf:journl:v:30:y:2020:i:5:p:23768-23772
    DOI: 10.26717/BJSTR.2020.30.005019
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    References listed on IDEAS

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    1. Taro Ikeda, 2017. "A fractal analysis of world stock markets," Economics Bulletin, AccessEcon, vol. 37(3), pages 1514-1532.
    2. Adam Karp & Gary Van Vuuren, 2019. "Investment Implications Of The Fractal Market Hypothesis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 14(01), pages 1-27, March.
    3. Mishelle Doorasamy & Prince Kwasi Sarpong, 2018. "Fractal Market Hypothesis and Markov Regime Switching Model: A Possible Synthesis and Integration," International Journal of Economics and Financial Issues, Econjournals, vol. 8(1), pages 93-100.
    4. Lukáš Vácha & Miloslav S. Vošvrda, 2005. "Dynamical Agents' Strategies and the Fractal Market Hypothesis," Prague Economic Papers, Prague University of Economics and Business, vol. 2005(2), pages 163-170.
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