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Methodology and Interpretation of Hurts Coefficient (Metodología En Interpretación Del Coeficiente De Hurts)

In this article we study the rescaled range approach and implemented a MATLAB program that calculates the coefficient Hurts to analyze the behavior of financial time series in Colombia. This analysis allows us to characterize the behavior of persistence of the series, based on the fractal theory
Year of publication:
2011
Authors: Ardila, Esperanza
Other Persons: Luengas, Diego (contributor) ; Moreno Trujillo, John Freddy (contributor)
Publisher: [2011]: [S.l.] : SSRN
freely available
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