Research fractal singularizes at the analysis of share indexes

The finance, taxes and book keeping
Authors:
Abstract:

In clause index Ind grouped by authors as much as possible considering behaviour in the share market is considered. The R/S-analysis of the given index as a result of which its spectrum for fractal singularizes is certain is lead, a number of persistent periodic and acyclic cycles is found. The found cycles have allowed to receive bidimentional fractal pictures with alarm “flags” of changes of tendencies of behaviour of indexes both in conditions of the effective markets, and during the periods of crises.