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RSanaE
- 这个程序用来检验股票指数是否具有长期记忆性，它是英文人编写的，与一般的hurst指数、Lo指数在编写方法上有区别-This procedure is used to test whether the stock index of long-term memory, which is written in the English people, and the general hurst index, Lo index in the preparation methods are differen
hurst_expo.m
- hurst parameter: 給入一序列的資類，程式會畫出husrt 參數的figure和估計值 例 hurst_expo(sin(0:0.01:5*pi)) -hurst parameter: the sequence into a category of funding, the program will draw the figure and husrt parameter estimates were hurst_expo (sin (0:0.01:5* pi))
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
Hurst_RS
- hurst宏执行程序，用于时间序列趋势判断-hurst macro execution procedures used to determine time-series trends
Hurst
- 利用股票收益计算赫斯特指数，并对赫斯特指数作图。-calculate the Hurst Index using stocks return and plot the Hurst Index
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
Desktop
- hurst指数matlab实现，有分段函数和hurst指数的计算函数-hurst index matlab realize, there are sub-functions and hurst index calculation function
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)