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hurst-estimators
- 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
