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

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Drozdz, S.; Grummer, F.; Ruf, F.; Speth, J.;
(2002)
  • Related identifiers: doi: 10.1016/S0378-4371(02)01848-4
  • Subject: Nonlinear Sciences - Adaptation and Self-Organizing Systems | Condensed Matter - Statistical Mechanics | Quantitative Finance - Statistical Finance

A hypothesis that the financial log-periodicity, cascading self-similarity through various time scales, carries signatures of a law is pursued. It is shown that the most significant historical financial events can be classified amazingly well using a single and unique v... View more
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