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Log-periodic self-similarity: an emerging financial law? · Study

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ArticleLog-periodic self-similarity: an emerging financial law?

Unknown author2003

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Log-periodic self-similarity: an emerging financial law?

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52 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Complex Systems and Time Series Analysis Theoretical and Computational Physics Statistical Mechanics and Entropy

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References

1996Stock Market Crashes, Precursors and Replicas 2001Finite-time singularity in the dynamics of the world population, economic and financial indices 1996DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES 1999FINANCIAL "ANTI-BUBBLES": LOG-PERIODICITY IN GOLD AND NIKKEI COLLAPSES 1998How the financial crash of October 1997 could have been predicted 2000The Nasdaq crash of April 2000: Yet another example of log-periodicity in a speculative bubble ending in a crash 1998The crash of October 1987 seen as a phase transition: amplitude and universality 2001A statistical analysis of log-periodic precursors to financial crashes*

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2005SELF-SIMILAR LOG-PERIODIC STRUCTURES IN WESTERN STOCK MARKETS FROM 2000

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Year2003

Typearticle

Published2003-05-01

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations52

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/s0378-4371(02)01848-4

openalex_workW2010453459

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