Joseph Effect

Joseph Effect is the idea that movements in a time series tend to be part of larger trends and cycles more often than they are completely random. 

Joseph Effect

Joseph Effect is the idea that movements in a time series tend to be part of larger trends and cycles more often than they are completely random. 

 


Joseph Effect Identification

The Joseph Effect is quantified by the Hurst component, where movements fall between a Hurst range of 0 to 1. The term was coined by Benoit Mandelbrot.



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