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
- Sõnaliik: noun
- Valdkond/domeen: Financial services
- Category: General Finance
- Company: Bloomberg
0
Looja
- Jessehe
-
(V.I.P) 32013 points - 40.13% positive feedback
