From: Improvement in Hurst exponent estimation and its application to financial markets
Stock | H estimated | Confidence Level |
---|---|---|
OKE | 0.602 | (0.475, 0.717) |
APTV | 0.530 | (0.414, 0.545) |
NRG | 0.542 | (0.444, 0.667) |
CHD | 0.498 | (0.525, 0.677) |
CCL | 0.549 | (0.354, 0.515) |
EQIX | 0.468 | (0.535, 0.606) |