Home > Term: Hurst Exponent(H)
Hurst Exponent(H)
A measure of the bias in fractional Brownian motion. H=0.50 for Brownian motion. 0.50
- Μέρος του λόγου: noun
- Κλάδος/Τομέας: Financial services
- Category: General Finance
- Company: Bloomberg
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Δημιουργός
- Jessehe
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