Bielinskyi, Andrii; Соловйов, Володимир Миколайович; Семеріков, Сергій Олексійович; Solovieva, Viktoria
(Arnold Kiv, Serhiy Semerikov, Vladimir Soloviev, Liubov Kibalnyk, Hanna Danylchuk, Andriy Matviychuk, 2019-08-01)
In this paper we study the possibility of construction indicators-precursors relying on one of the most power-law tailed distributions – Levy’s stable distribution. Here, we apply Levy’s parameters for 29 stock indices for ...