Usually means: Measures persistence or randomness trend.
Definitions Related words Mentions
We found 6 dictionaries that define the word Hurst exponent:

General (1 matching dictionary)
  1. Hurst exponent: Wikipedia, the Free Encyclopedia

Business (4 matching dictionaries)
  1. MoneyGlossary.com (No longer online)
  2. Hurst Exponent: Bloomberg Financial Glossary
  3. Hurst Exponent, Hurst exponent: Financial dictionary

Science (1 matching dictionary)
  1. Hurst Exponent: Eric Weisstein's World of Mathematics

Definitions from Wikipedia (Hurst exponent)

noun:  used as a measure of long-term memory of time series.


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