Conference publications

Return of Russian Stock Market Assets: Correlations and Distributions

Vidov P. V., Zhukov I. A., Romanovsky M. Y.

"Математика. Компьютер. Образование". Cб. трудов XV международной конференции. Под общей редакцией Г.Ю. Ризниченко Ижевск: Научно-издательский центр "Регулярная и хаотическая динамика", 2008. Vol. 1, 302pp. Pp. 196-201. (accepted)

Autocorrelations and return distributions of stocks and stock indexes of Russian stock market were investigated experimentally. It was shown that autocorrelations and return distributions of Russian assets are similar to corresponding values of international assets

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