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R_S_hurst

于 2016-09-08 发布 文件大小:1KB
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下载积分: 1 下载次数: 25

代码说明:

  用重标极差法(R/S)计算Hurst指数,便于分析证券市场等时间序列的分形特征(Hurst exponent calculation method using the rescaled range (R/S), to facilitate the fractal characteristics of the securities market and other time series)

文件列表:

R_S_hurst.m,1903,2016-09-08

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