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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.
Cite As
Alexandros Leontitsis (2026). Rescaled Range Analysis (https://uk.mathworks.com/matlabcentral/fileexchange/4325-rescaled-range-analysis), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (1.83 KB)
-
No License
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
