HURST—calculates Hurst exponent

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

HURST—calculates Hurst exponent

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

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