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Lo039s software
 

Lo039s

Lo's modified rescaled range statistic/Hurst's R/S statistic Computes Lo's (1991) R/S statistic, as well as the earlier version due to Hurst (1951)


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (43): Lo's modified rescaled range statistic/Hurst's R/S statistic Download