CHOICE OF THE MAIN INDICATORS OF THE FINANCIAL MARKET FOR FORECASTING OF PRICE DYNAMICS |
| 1 | |
| 2013 |
| scientific article | 519.6 | ||
| 154-160 | stylized the facts, profitability, volatility, the RTS index. |
| Criteria of a choice of indicators of the financial markets on the basis of the accounting of the stylized facts are offered. Such approach to the analysis of long statistical supervision over movement of the prices of financial instruments of stock markets allows to build adequate mathematical models of price dynamics. By way of illustration in article dynamics of the prices on the example of the RTS index is considered. |
 |