Discrete Scale Invariance and the "Second Black Monday"-Reference-Cited by-同舟云学术

Discrete Scale Invariance and the "Second Black Monday"

Published:1998-02-10 Issue:02n03 Volume:12 Page:57-60
ISSN:0217-9849
Container-title:Modern Physics Letters B
language:en
Short-container-title:Mod. Phys. Lett. B

Author:

Feigenbaum James A.¹,Freund Peter G. O.¹

Affiliation:

1. Enrico Fermi Institute and Department of Physics, The University of Chicago, Chicago, IL 60637, USA

Abstract

Evidence is offered for log-periodic (in time) fluctuations in the S&P 500 stock index during the three years prior to the October 27, 1997 "correction". These fluctuations were expected on the basis of a discretely scale invariant rupture phenomenology of stock market crashes proposed earlier.

Publisher

World Scientific Pub Co Pte Lt

Subject

Condensed Matter Physics,Statistical and Nonlinear Physics

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0217984998000093

Reference1 articles.

1. DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES

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