@MANUAL {
	my-fractal,
	AUTHOR={Andrii Riabushenko},
        TITLE={Multifractal model: forecasting stock return in the {U}kranian stock market},
	ORGANIZATION={Economics education and research consortium},
	YEAR=2008,
	LANGUAGE={ukrainian},
}

@Article{black-scholes,
  author={Black, Fischer and Scholes, Myron},
  title={The Pricing of Options and Corporate Liabilities},
  journal={Journal of Political Economy},
  year=1973,
  volume={81},
  number={3},
  pages={637-54},
  LANGUAGE={ukrainian},
}

@Article{markowitz,
  author={Harry Markowitz},
  title={Portfolio Selection},
  journal={Journal of Finance},
  year=1952,
  volume={7},
  number={1},
  pages={77-91},
  language={ukrainian},
}

@Article{binomial-tree,
  author={Cox, John C. and Ross, Stephen A. and Rubinstein, Mark},
  title={Option Pricing: A Simplified Approach},
  journal={Journal of Financial economics},
  year=1979,
  volume={7},
  number={3},
  pages={229-263},
  LANGUAGE={ukrainian} 
}


@PHDTHESIS {
    japan,
    AUTHOR="Thomas Lux and Taisei Kaizoji",
    TITLE="Forecasting Volatility and Volume in the Tokyo Stock Market: Long Memory, Fractality and Regime Switching",
    SCHOOL="Department of Economics. University of Kiel",
    ADDRESS="Olshausenstr. 40, 24118 Kiel, Germany",
    YEAR=2006
}

@MANUAL {
	msm,
	AUTHOR="Thomas Lux",
	TITLE="The Markov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility",
	ORGANIZATION="Department of Economics. University of Kiel",
	ADDRESS="Olshausenstr. 40, 24118 Kiel, Germany",
	YEAR=2006
}	


@MANUAL {
	perevoz,
	AUTHOR="Vladislav Perevozchikov",
	TITLE="Which Companies Go Public in Ukraine",
	ORGANIZATION="Economics education and research consortium",
	YEAR=2007
}	



@MANUAL {
    calvet,
    AUTHOR="Laurent Calvet and Adlai Fisher",
    TITLE="Regime-Switching and the Estimation of Multifractal Processes",
    ORGANIZATION={Harvard University. Cambridge, Massachusetts},
    YEAR=2004,
}

@ARTICLE {
    calvet2,
    AUTHOR="Laurent Calvet and Adlai Fisher",
    TITLE="Forecasting Multifractal Volatility",
    JOURNAL="Journal of Econometrics",
    VOLUME=44,
    YEAR=2001
}


@ARTICLE {
    calvet3,
    AUTHOR="Laurent Calvet and Adlai Fisher",
    TITLE="Multifractalily in Asset Returns: Theory and Evidence",
    JOURNAL="The Review of Economics and Statistics",
    VOLUME=31,
    YEAR=2002
}

@ARTICLE {
    garch,
    AUTHOR="T. Bollerslev",
    TITLE="Generalized Autoregressive Conditional Heteroskedasticity",
    JOURNAL="Journal of Econometrics",
    VOLUME=31,
    YEAR=1986
}

@ARTICLE {
    arch,
    AUTHOR="R. F. Engle",
    TITLE="Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation",
    JOURNAL="Econometrica",
    VOLUME=50,
    YEAR=1982
}

@ARTICLE {
    mad-optim,
    TITLE="A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model",
    AUTHOR="Charles D. Feinstein and Mukund N. Thapa",
    JOURNAL="Management Science",
    VOLUME=39,
    YEAR=1993,
    PAGES={1552--1553}
}

@ARTICLE {
    sharpe,
    AUTHOR = "William F. Sharpe",
    TITLE="Mutual Fund Performance Measurement",
    JOURNAL="Journal of Bussiness",
    YEAR=1966,
    PAGES={118--138}
}

@ARTICLE {
    accuracy,
    AUTHOR = "Rob J. Hyndman and Anne B. Koehler",
    TITLE = "Another Look of Measures of Forecast Accuracy",
    JOURNAL = {International Journal of Forecasting},
    YEAR = 2006,
    VOLUME = 22,
    PAGES = {679--688}
}

@MANUAL {
    mandelbrot1,
    AUTHOR = "Benoit Mandelbrot",
    TITLE="The Fractal Geometry of Nature",
    ORGANIZATION="W.H. Freeman and Company, New York",    
    YEAR=1977
}

@MANUAL {
    kaye,
    AUTHOR = "Brian Kaye",
    TITLE="A Random Walk Through Fractal Dimensions",
    ORGANIZATION="VCH Publishers, New York",    
    YEAR=1989
}

@MANUAL {
   falconer,
   AUTHOR = "K. Falconer",
   TITLE = "Geometry of Fractal Sets",
   ORGANIZATION = "Cambridge University Press",
   YEAR=1985
}

@MANUAL {
    mandelbrot,
    AUTHOR="Benoit Mandelbrot and Adlai Fisher and Laurent Calvet",
    TITLE="A Multifractal Model of Asset Returns",
    ORGANIZATION={Department of Mathematics, Yale University and IBM T. J. Watson Research Center},
    YEAR=1996,
    MONTH=oct
}



@MANUAL {
    rproject,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2006},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}

@BOOK {
	peters,
	AUTHOR="Edgar E. Peters",
	TITLE="Chaos and Order in the Capital Markets",
	PUBLISHER="John Wiley \& Sons, Inc",
	YEAR=1994
}

@BOOK {
	peters2,
	AUTHOR="Edgar E. Peters",
	TITLE="Fractal Market Analysis. Applying Chaos Theory to Investment and Economics",
	PUBLISHER="John Wiley \& Sons, Inc",
	YEAR=1991
}


@BOOK {
	taylor,
	AUTHOR="S. Taylor",
	TITLE="Modelling Financial Time Series",
	PUBLISHER="John Wiley \& Sons, Inc",
	YEAR=1986
}

@BOOK {
	ga,
	AUTHOR="Lance D. Chambers",
	TITLE="The practical handbook of genetic algortihms, Applications.",
	PUBLISHER="Chapman \& Hall/CRC",
	YEAR=2001
}