Hurst exponent explained: Long-term memory in time series (Excel)
32:14
BDSL test: Testing for non-linear dependencies in time series (Excel)
11:51
Do stock returns follow random walks? - Variance ratio test (Excel)
17:53
Dynamic Hurst exponent in Python
26:02
Do stock returns follow random walks? Markov chains and trading strategies (Excel)
18:23
Vector autoregression: forecasting and trading applications (Excel)
19:45
Dickey-Fuller test and augmented Dickey-Fuller test - unit roots and stationarity (Excel and EViews)
17:53
Do stock returns follow random walks? - Runs test (Excel)
23:42