[tech-spec] How to calculate the hurst exponent
- From: Jonathan Mogil <jmogil@xxxxxxxxx>
- To: Speculators List <spec-list@xxxxxxxxxxxxxxxxxxx>, tech-spec@xxxxxxxxxxxxx
- Date: Sun, 2 Jan 2005 20:28:41 -0500
anyone know of a way to calculate or approximate the hurst exponent
using excel? bloomberg calculates it but doesnt tell you the
formula/method.
--
Jonathan G. Mogil, CFA
jonathan@xxxxxxxxx / jmogil@xxxxxxxxx
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