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| 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  [Université de Liège - ULiège > Département de physique > Physique statistique >] | |
| Ausloos, Marcel [Université de Liège - ULiège > 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 | |
| 10.1007/s100510050775 |
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