J John (not verified) 16th October 2015 | 11:22pm Thank you so much. You have really great talent. I have a little question. If calculated Hurst exponent is greater than one, what it mean? I understood: 0H0.5 mean-reverting H=0.5 Random walk 0.5H1 mean? Reply
Thank you so much. You have really great talent.
I have a little question. If calculated Hurst exponent is greater than one, what it mean?
I understood:
0H0.5 mean-reverting
H=0.5 Random walk
0.5H1 mean?