JV Jason Voss, CFA (not verified) 1st December 2014 | 12:13pm Hello Mahvash, The only program I am aware of that calculates the Hurst exponent automatically is Bloomberg and its famous terminal. Specifically, the function 'KAOS' calculates the Hurst exponent for any time series. Yours, in service, Jason Reply
Hello Mahvash,
The only program I am aware of that calculates the Hurst exponent automatically is Bloomberg and its famous terminal. Specifically, the function 'KAOS' calculates the Hurst exponent for any time series.
Yours, in service,
Jason