Reference : Visualizing the log-periodic pattern before crashes
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Physics
http://hdl.handle.net/2268/18009
Visualizing the log-periodic pattern before crashes
English
Vandewalle, Nicolas mailto [Université de Liège - ULg > Département de physique > Physique statistique >]
Ausloos, Marcel mailto [Université de Liège - ULg > Département de physique > Physique statistique appliquée et des matériaux - S.U.P.R.A.S. >]
Boveroux, P. [ > > ]
Minguet, A. [ > > ]
May-1999
European Physical Journal B -- Condensed Matter
Springer Science & Business Media B.V.
9
2
355-359
Yes (verified by ORBi)
1434-6028
New York
NY
[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.
Researchers ; Professionals ; Students
http://hdl.handle.net/2268/18009

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