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Экономическое Прогнозирование Динамики Курса Рубля

Author

Listed:
  • НЕШКОВА А.С.

    (ФГАОУ ВО «Крымский федеральный университет им. В.И. Вернадского»)

Abstract

В статье рассмотрены основные фундаментальные и технические методы прогнозирования валютного курса. Особое внимание уделяется R/S-анализу и расчету индекса Херста. Данный метод анализа временных рядов позволяет определить, является ли временной ряд случайным или персистентным, то есть обладающим долговременной памятью. Сделаны соответствующие выводы.

Suggested Citation

  • Нешкова А.С., 2016. "Экономическое Прогнозирование Динамики Курса Рубля," Проблемы экономики и менеджмента, CyberLeninka;Индивидуальный предприниматель Самохвалов Антон Витальевич, issue 4 (56), pages 50-53.
  • Handle: RePEc:scn:032872:16565193
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