Monthly Archives: April 2005

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New Methods in Crisis Modeling (Proc. FISS MASR, 2005)

Results of fractal analysis of daily exchange rate fluctuations of floating currencies for a 10-year period are presented. It is shown that monetary crashes are usually preceded by prolonged periods of abnormal fractal exponent. Regression relations between duration and magnitude of currency crises and the degree of distortion of monofractal patterns of exchange rate dynamics

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Risk Evaluation in Economic systems (SPbSTU Press, 2005)

A new lecture textbook for МА specializing in economics, mathematical and quantitative methods, macroeconomics and monetary economics. Basic forms of economic system stability and new quantitative methods and approaches to its are considered. Main attention is paid to issues of amount and sufficiency of information in the system. Novel approaches to forecasting and simulations of

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