File Exchange

image thumbnail

Rescaled Range Analysis

version 1.0.0.0 (1.83 KB) by Alexandros Leontitsis
Calculates the rescaled range analysis.

10K Downloads

Updated 06 Jan 2004

No License

Accorting to the references the Rescaled Range Analysis can reveal non-periodic cycles time series. It has found many applications on the financial time series, although the underlying theory is not convincing. This m-file contains the basic algorithm and 4 proposed variations. The estimation of the Hurst exponents is up to the user.

Cite As

Alexandros Leontitsis (2021). Rescaled Range Analysis (https://www.mathworks.com/matlabcentral/fileexchange/4325-rescaled-range-analysis), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R13
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!