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Rescaled Range Analysis

5.0

5.0 | 2 ratings Rate this file 20 Downloads (last 30 days) File Size: 1.61 KB File ID: #25414
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Rescaled Range Analysis

by Kirill Petukhov

 

25 Sep 2009

My implementation of the Hurst`s Rescaled Range Analysis. Test file included.

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Description

Unpack & Run.
MATLAB release MATLAB 7.0.1 (R14SP1)
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Comments and Ratings (2)
23 Dec 2009 Illya

works, as it`s supposed to!
12 Mar 2011 henry gorx  
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Tag Activity for this File
Tag Applied By Date/Time
hurst exponent Kirill Petukhov 25 Sep 2009 16:44:50
rescaled range analysis Kirill Petukhov 25 Sep 2009 16:44:50
rs Kirill Petukhov 25 Sep 2009 16:44:50
finance Kirill Petukhov 27 Sep 2009 16:32:28
finance Felix 28 Jan 2010 07:14:12
hurst exponent Felix 28 Jan 2010 07:14:15
rescaled range analysis Felix 28 Jan 2010 07:14:17
rs Felix 28 Jan 2010 07:14:19

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