Noah Effect

0.01 sec.

Noah Effect

The tendency of persistent time series (0.50<H<1.00) to have abrupt, and discontinuous changes. The normal distribution assumes continuous changes in a system. However, a time series which exhibits Hurst statistics may abruptly change levels, skipping values either up or down. Mandelbrot coined the term "Noah effect" after the biblical story of the deluge. See: Joseph Effect, Hurst Exponent, Persistence, Anti-persistence.

?Page tools

Printer friendly

Cite / link

Feedback

Add definition

Your Ad Here

Mentioned in

Anti-Persistence
Rescaled Range (R/S) Analysis

Financial browser

Full browser

no-load DRIP
no-load fund
No-load mutual fund
No-load stock
no-net-sales policy
No-Par Value Stock
No-par-value stock

Noah Effect
NOB spread
NOBO
noise
Noise Trader
Noise Trader Risk
Noisy Chaos
NOK

Free Tools:	For surfers: Browser extension \| Word of the Day \| Help For webmasters: Free content NEW! \| Linking \| Lookup box \| Double-click lookup \| Partner with us

All content on this website, including dictionary, thesaurus, literature, geography, and other reference data is for informational purposes only. This information should not be considered complete, up to date, and is not intended to be used in place of a visit, consultation, or advice of a legal, medical, or any other professional. Terms of Use.