Year of Graduation
Dynamics of Volatility and Correlation Properties of FOREX Time Lines
Mathematical Methods of Modelling and Computer Technologies
The works deal with various methods of studying time series in general and financial time series in particular. An example of a financial time series based on a change in the euro-dollar pair during the global financial crisis 2007-2009 is considered. Dynamics of volatility of this financial time series is constructed and an autocorrelation function of volatility for various shifts is compiled.