Subject. This article discusses volatility of cash flows. Objectives. The article aims to develop a methodological approach to the application of data on the Bank of Russia Payment System cash flows volatility. Methods. For the study, I used the Hurst exponent calculated with fractal R/S analysis. Results. The application of the Hurst exponent allows to standardize the assessment of the cash flow volatility level taking into account the diversity in the economy. Conclusions. Based on the analysis of the dynamics of the Hurst exponent, it is possible to determine critical values and predict an economic crisis.
Keywords: operational monitoring, cash flows volatility, economic security, public administration, Bank of Russia payment system
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