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Re: Hurst Exponent estimation
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From: |
Juan Pablo Carbajal |
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Subject: |
Re: Hurst Exponent estimation |
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Date: |
Sun, 21 Oct 2018 23:11:33 +0200 |
Hi,
Have you already tested this code?
https://ideas.repec.org/s/wuu/hscode.html
On Sat, Oct 20, 2018 at 2:14 PM Udayan Karnatak
<address@hidden> wrote:
>
> Dear Sir,
> 1. I want to estimate Hurst exponent.
> 2. I am a beginner, kindly guide me how can I use Octave to estimate this
> metric.
> 3. kindly send me the procedure.
>
> --
> Best,
>
> Udayan Karnatak
> +91-9571706170
>