- Category:
- matlab
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[Matlab]
[源码]
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- Update:
- 2013-05-23
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- Uploaded by:
- 张坤
Description: Hurst index is to describe the function of the long period of non-important indicator. It is different from the traditional unit root tests, time series can be found in the presence of the long periodicity, can be used to determine market risk, but the operation rather cumbersome, separate consuming and laborious calculations in Excel, the authors fully understand the meaning and application of the Hurst exponent based on the use of Excel macros written in VBA macro language easily Hurst index calculation, also hopes to make this work through the Hurst exponent can be widely used.
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3hurst\estimate_hurst_exponent.m
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