See Also: Rescaled range (R-S) analysis(finance)
Rescaled Range (R-S) Analysis(money)
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finance(2)(dictionary)
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finance(1)(dictionary)
finance(encyclopedia)
Finance company(money)

Rescaled range (R-S) analysis (finance)


The analysis developed by H.E. Hurst to determine long-memory effects and fractional Brownian motion. Rescaled range analysis measures how the distance covered by a particle increases as we look at longer and longer time scales.