Time Dependent_Hurst Exponents_Top Five Crypto_2018-2023
收藏Mendeley Data2024-04-14 更新2024-06-26 收录
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资源简介：
This data file contains 243 weekly Hurst Exponents of top five crypto market (BTC, ETH, BNB, XRP, ADA) from 01 October 2018 to 20 March 2023. The Hurst exponent (H), derived from the above equation, reveals long-range correlations: H=0.5 denotes random walk or independence of steps from past values, H>0.5 signifies long-range persistence or trend continuation, while H<0.5 indicates long-range anti-persistence or trend reversals.
创建时间：
2024-04-13
