Reference : Visualizing the log-periodic pattern before crashes

	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Physics
	To cite this reference:	http://hdl.handle.net/2268/18009

Title :	Visualizing the log-periodic pattern before crashes
Language :	English
Author, co-author :	Vandewalle, Nicolas [Université de Liège - ULg > Département de physique > Physique statistique >]
	Ausloos, Marcel [Université de Liège - ULg > Département de physique > Physique statistique appliquée et des matériaux - S.U.P.R.A.S. >]
	Boveroux, P. [ > > ]
	Minguet, A. [ > > ]
Publication date :	May-1999
Journal title :	European Physical Journal B -- Condensed Matter
Publisher :	Springer Science & Business Media B.V.
Volume :	9
Issue/season :	2
Pages :	355-359
Peer reviewed :	Yes (verified by ORBi)
ISSN :	1434-6028
City :	New York
Country :	NY
Abstract :	[en] We present a method for visualizing the pattern which we believe to be a precursor signature of financial crashes (or ruptures). The log-periodicity of the pattern is investigated through the envelope function technique. Three periods of the Down Jones Industrial Average (DJIA) are investigated: 1982-1987, 1992-1997 and 1993-1998. The presence of a rupture in the end of 1998 is outlined from data taken before the end of August 1998.
Target :	Researchers ; Professionals ; Students
Permalink :	http://hdl.handle.net/2268/18009

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