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hurst
- 分形分析的R/S重标极差方法求Hurst指数-Fractal analysis of R/S rescaled range method for the Hurst exponent
RSana
- 多重分形领域中Hurst指数的计算及主程序运行-Multifractal field Hurst exponent calculation and main run
Sheet1
- Excel VBA,R/S分析法求Hurst指数,可用对数收益率,也可直接用收盘价。-Excel VBA, R/S analysis method the Hurst exponent, logarithm returns available, may also be used closing price.
DFA时变HURST指数
- DFA 方法下时变 Hurst 指数程序(A time variant Hurst exponent program under DFA method)