Financial and business terms. 2012.
Hurst exponent — In fractal geometry, the generalized Hurst exponent, named H in honor of both Harold Edwin Hurst (1880 1978) and Ludwig Otto Hölder (1859 1937) by Benoît Mandelbrot, is referred to as the index of dependence, and is the relative tendency of a… … Wikipedia
Hurst-Exponent — Der Hurst Exponent ist eine mit dem Buchstaben H bezeichnete Kennzahl aus der Chaostheorie bzw. aus der Fraktalgeometrie, die von Benoît Mandelbrot sowohl nach Harold Edwin Hurst als auch nach Otto Ludwig Hölder benannt wurde. Sie stellt einen… … Deutsch Wikipedia
Hurst — in English toponyms refers to a woodland hill or a grove, from Middle English hyrst , cognate with Low German horst , a wooded height. Hurst may refer:People* Alan Hurst (cricketer) * Alan Hurst (politician), British politician * Andrew Hurst *… … Wikipedia
Hurst — ist der Name folgender Orte: in Deutschland: Hurst (Windeck), Gemeinde Windeck (Sieg) in England: Hurst (Berkshire) Hurst (Hamphire) Hurst (North Yorkshire) Hurst (Somerset) in den Vereinigten Staaten: Hurst (Georgia) Hurst (Illinois) Hurst… … Deutsch Wikipedia
Harold Edwin Hurst — (1880 1978) was a British hydrologist. Hurst s (1951) study on measuring the long term storage capacity of reservoirs documented the presence of long range dependence in hydrology. Much of Hurst s research was motivated by his empirical… … Wikipedia
Harold Edwin Hurst — Harold Edwin Hurst, auch Abu Nil genannt (* 1880; † 1978) war ein britischer Hydrologe. Hursts Studien der langfristigen Speicherkapazität von Stauseen dokumentierten das Vorhandensein von langfristigen Abhängigkeiten in der Hydrologie. Ein… … Deutsch Wikipedia
Detrended fluctuation analysis — In stochastic processes, chaos theory and time series analysis, detrended fluctuation analysis (DFA) is a method for determining the statistical self affinity of a signal. It is useful for analysing time series that appear to be long memory… … Wikipedia
Rescaled range — The rescaled range is a statistical measure of the variability of a time series introduced by the British hydrologist Harold Edwin Hurst. It is calculated from the dividing the range of the values exhibited in a portion of the time series by the… … Wikipedia
Rescaled Range Analysis — A statistical analysis of a time series of financial data that attempts to find patterns that might repeat in the future. While rescaled range analysis techniques have proved useful in other mathematical endeavors, the evidence for its use in… … Investment dictionary
Noah effect — The tendency of persistent time series (0.50<H<1.00) to have abrupt, and discontinuous changes. The normal distribution assumes continuous changes in a system. However, a time series which exhibits Hurst statistics may abruptly change… … Financial and business terms
