Assistant professors of the Department of Accounting and Audit Aleksiy Plastun and Inna Makarenko published their joint article in the fourth issue of the Bulletin of the National Bank of Ukraine “Modeling the behavior of financial markets during financial crises by using the fractal hypothesis of the market”.
The article describes the approaches to the modeling of the dynamics of the stock market in Ukraine during the financial crisis based on the fractal hypothesis of the market. The authors substantiate the feasibility of using the Hurst parameter for assessing Ukraine’s stock market and advocate the use of the R/S- analysis for its calculation.