Hurst exponent explained: Long-term memory in time series (Excel)
Do stocks follow random walks? How to test for market efficiency or time series dependency in the long term? Today we are addressing these questions and investigating a very insightful and elegant method for determining long-term memory in time series - the Hurst exponent. Don't forget to subscribe to NEDL and give this video a thumbs up for more videos in Finance! Please consider supporting NEDL on Patreon: / nedleducation
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