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<H< to equivalent is D, series, time a of dimension fractal The distributions. Paretian Stable for exponent characteristic the alpha, equal Hurst inverse system. mean-reverting or anti-persistent, an 0<H
- Part of Speech: noun
- Industry/Domain: Financial services
- Category: General Finance
- Company: Bloomberg
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