No

Dim

Hurst

σ

ρ

E σ

E ρ

JRC

JRC (2)

1

1.023

0.977

0.081

0.030

0.083

0.031

1

17.253

2

1.147

0.853

0.159

0.124

0.187

0.146

3

−1256.586

3

1.192

0.808

0.334

0.272

0.414

0.337

5

−2291.114

4

1.241

0.759

0.498

0.397

0.656

0.524

7

−3764.184

5

1.286

0.714

0.646

0.552

0.904

0.773

9

−5435.295

6

1.314

0.686

0.894

0.760

1.303

1.108

11

−6628.901

7

1.335

0.665

1.134

0.933

1.705

1.403

13

−7601.534

8

1.357

0.643

1.416

1.186

2.202

1.844

15

−8691.665

9

1.365

0.635

1.641

1.460

2.585

2.299

17

−9106.136

10

1.398

0.602

1.910

1.693

3.172

2.813

19

−10917.635