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Calculate Complex Hurst

version 1.0.0.0 (10.1 KB) by steed huang
This Matlab example M-file is to calculate the Complex Hurst for Data like Stock Market.

448 Downloads

Updated 24 Feb 2015

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The Complex Hurst is defined on top of Complex Index of Dispersion for Count, which is based on 1.5th, 2nd and 2.5th order center moment, related to Fractal dimension of fractional Brownian motion. This version 1 program computes the forward complex Hurst, the next release will be for backward one.

Cite As

steed huang (2021). Calculate Complex Hurst (https://www.mathworks.com/matlabcentral/fileexchange/49803-calculate-complex-hurst), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2014a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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