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1
vote
1answer
408 views
Hurst Exponent Calculation
I am trying to calculate the Hurst Exponent using Excel. I am facing a problem where the exponent value sometime goes beyond 1. Can someone share a link / material so that it will help me to calculate ...
5
votes
3answers
750 views
Can the Hurst exponent be greater than one?
Can the Hurst exponent be greater than one? Does it mean that the time series follows a random walk or that it's not stationary?
7
votes
2answers
298 views
How to combine various equity measures into a single measure (vector magnitude)
I have several measures:
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