Significance of log-periodic signatures in cumulative noise

DOI10.1088/1469-7688/3/5/303zbMath1408.62154arXivcond-mat/0302507OpenAlexW3098088806MaRDI QIDQ4647283

Hans-Christian Graf von Bothmer

Publication date: 14 January 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0302507

zbMATH Keywords

spectral analysiscumulative noisesignificance of log-periodic signatures

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Renormalization group analysis of the 2000-2002 anti-bubble in the US S\& P500 index: explanation of the hierarchy of five crashes and prediction
• DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES
• CRASHES AS CRITICAL POINTS
• A statistical analysis of log-periodic precursors to financial crashes^*
• Significance of log-periodic precursors to financial crashes
• More on a statistical analysis of log-periodic precursors to financial crashes
• The US 2000‐2002 market descent: How much longer and deeper?
• Unnamed Item

This page was built for publication: Significance of log-periodic signatures in cumulative noise