Rescaled Range Analysis Matlab script

Version:
File size: 0 KB
File name: RSana.m
Last update: 20 Jan 2010
Platform: Windows / Linux / Mac OS / BSD / Solaris
Language: Matlab
Price: Freeware
Company: Alexandros Leontitsis (View more)

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Rescaled Range Analysis script details

Rescaled Range Analysis script description:

Publisher review:
Rescaled Range Analysis calculates the rescaled range analysis. Accorting to the references the Rescaled Range Analysis can reveal non-periodic cycles time series. It has found many applications on the financial time series, although the underlying theory is not convincing.

This m-file contains the basic algorithm and 4 proposed variations. The estimation of the Hurst exponents is up to the user. Requirements: · MATLAB Release: R13

Rescaled Range Analysis is a Matlab script for Financial Modeling and Analysis scripts design by Alexandros Leontitsis. It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.

Operating system:
Windows / Linux / Mac OS / BSD / Solaris