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updated 2 years ago

Hurst Exponent Estimation by Vilen Abramov

Vilen Abramov

the code uses R/S analysis to derive Hurst exponent (hurst, finance, var)

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updated 11 years ago

Rescaled Range Analysis by Alexandros Leontitsis

Alexandros Leontitsis

Calculates the rescaled range analysis. (finance, modeling, analysis)

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