文件名称:hurst-estimators
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Hurst指数是描述非函数长周期的重要指标。它有别于传统单位根检验,可以发现时间序列存在的超长周期性,可以用于判断市场风险,-Hurst exponent describing the long period of non-function important indicator. It is different the traditional unit root tests, we can find the presence of long periodic time series, can be used to determine market risk,
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下载文件列表
hurst estimator\RS.m
...............\absval.m
...............\aggvar.m
...............\boxper.m
...............\diffvar.m
...............\higuchi.m
...............\hurst_estimate.m
...............\peng.m
...............\per.m
...............\FGN.mat
...............\README.txt
license.txt