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A comment on measuring the Hurst exponent of financial time …

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WebWELCOME. To Hurst Financial Consultancy. Straightforward advice in Black & White. You have found us because you are looking for sound, independent financial advice. As … The Hurst exponent is used as a measure of long-term memory of time series. It relates to the autocorrelations of the time series, and the rate at which these decrease as the lag between pairs of values increases. Studies involving the Hurst exponent were originally developed in hydrology for the practical matter of determining optimum dam sizing for the Nile river's volatile rain and drought conditions that had been observed over a long period of time. The name "Hurst expone… WebAs a VP Financial Consultant at Charles Schwab, I work one on one with my clients to help them identify and prioritize their current financial … into the reservoir