HURST—calculates Hurst exponent

Use this forum to post complete RATS "procedures". Please be sure to include instructions on using the procedure and detailed references where applicable.
Post Reply
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

HURST—calculates Hurst exponent

Post by TomDoan »

@HURST calculates the Hurst exponent for a series, which measures long-run dependence.

Detailed description


Last bumped by TomDoan on Fri Sep 06, 2019 11:21 am.
Top
Post Reply

Return to “RATS Procedures”