Lo's modified rescaled range statistic/Hurst& Matlab script - Financial Modeling and Analysis script for Windows / Linux / Mac OS / BSD / Solaris

Version:
File size: 0 KB
File name: lors.m
Last update: 13 Dec 2009
Platform: Windows / Linux / Mac OS / BSD / Solaris
Language: Matlab
Price: Freeware
Company: Denis Tkachenko (View more)

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Lo's modified rescaled range statistic/Hurst& script details

Lo's modified rescaled range statistic/Hurst& script description:

Publisher review:
Lo's modified rescaled range statistic/Hurst's R/S statistic computes Lo's (1991) R/S statistic Computes Lo's (1991) R/S statistic, as well as the earlier version due to Hurst.

Lo's modified rescaled range statistic/Hurst& is a Matlab script for Financial Modeling and Analysis scripts design by Denis Tkachenko. It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.

Operating system:
Windows / Linux / Mac OS / BSD / Solaris