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updated almost 2 years ago

Hurst Exponent Estimation by Vilen Abramov

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

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updated 10 years ago

Rescaled Range Analysis by Alexandros Leontitsis

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

[logRS,logERS,V]=RSana(x,n,method,q)

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