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

DOI10.1016/S0378-4371(02)01848-4zbMath1072.91576arXivcond-mat/0209591MaRDI QIDQ1873955

F. Ruf, F. Grümmer, S. Drożdż, J. Speth

Publication date: 21 May 2003

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0209591

zbMATH Keywords

scaling factor

Mathematics Subject Classification ID

Related Items (6)

Econonatology: the physics of the economy in labour ⋮ Liquidity crisis detection: an application of log-periodic power law structures to default prediction ⋮ Bubbles, shocks and elementary technical trading strategies ⋮ Can log-periodic power law structures arise from random fluctuations? ⋮ Discrete scale-invariance in cross-correlations between time series ⋮ STOCK MECHANICS: A GENERAL THEORY AND METHOD OF ENERGY CONSERVATION WITH APPLICATIONS ON DJIA

Cites Work

• DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES
• A statistical analysis of log-periodic precursors to financial crashes^*
• Finite-time singularity in the dynamics of the world population, economic and financial indices

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