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Hurst

于 2019-01-01 发布 文件大小:227KB
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代码说明:

  经典的R/S分析法计算油价收益率的Hurst指数,并有图例展示(Calculation of Hurst Index by Classical R/S Method)

文件列表:

1.xlsx, 240411 , 2018-12-26
Hurst2.m, 662 , 2018-12-26

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