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MFDFA

于 2020-06-14 发布
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下载积分: 1 下载次数: 2

代码说明:

说明:  分形市场假说的主要方法论就是 Hurst指数,通过MF-DFA(Multifractal detrended fluctuation analysis)来计算(Multifractal detrended fluctuation analysis)

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