Table 2.
Static Hurst exponent calculations for the Diamond indices.
| Type | Instrument | Hurst exponent |
|---|---|---|
| Diamonds | CCARBNS-DS Diamonds & Gems - PRICE INDEX | 0.61 |
| NORCS-DS Diamonds & Gems - PRICE INDEX | 0.60 | |
| WORLD-DS Diamonds & Gems - PRICE INDEX | 0.60 | |
| Diamonds-1 Carat Commercial Index - PRICE INDEX | 0.35 | |
| Diamonds-1 Carat Mixed Index - PRICE INDEX | 0.45 | |
| Diamonds-0.3 Carat Mixed Index - PRICE INDEX | 0.46 | |
| Diamonds-1 Carat Fine Index - PRICE INDEX | 0.36 | |
| Diamonds-0.3 Carat Commercial Index - PRICE INDEX | 0.40 | |
| Diamonds-0.3 Carat Fine Index - PRICE INDEX | 0.32 | |
| Diamonds-0.5 Carat Commercial Index - PRICE INDEX | 0.38 | |
| Diamonds-0.5 Carat Fine Index - PRICE INDEX | 0.31 | |
| Diamonds-0.5 Carat Mixed Index - PRICE INDEX | 0.42 | |
| Polished Prices Diamond Index - PRICE INDEX | 0.51 |