Hurst Exponent(H) 


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Hurst Exponent(H)A measure of the bias in fractional Brownian motion. H=0.50 for Brownian motion. 0.50<H<1.00 for persistent, or trendreinforcing series. 0<H<0.50 for an antipersistent, or meanreverting system. The inverse of the Hurst exponent is equal to alpha, the characteristic exponent for Stable Paretian distributions. The fractal dimension of a time series, D, is equivalent to 2H.Hurst Exponent(H) Similar MatchesExponential moving averageExponential moving averageA moving average that gives extra weight to more recent price data. 
