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MARCH 2012 (published: 01.03.2012)
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Fractal Approach to Exchange Crisis Forecasting
Gafarova E.A., Dobikova D.V.
Nowadays the problem of forecasting the economic crisis is very important. A new approach to exchange crisis forecasting is the fractal analysis. In this article we introduce two fractal dimension estimation methods applying to computer information processing – R/S-analysis and K-method. Fractal approach allows us to forecast periods of instability and currency devaluation.
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economic crisis , exchange rate, fractal, fractal dimension, R/S-analysis, K-method, “moving window” method
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