Discrete Scale Invariance and the "Second Black Monday"

Preprint

29 October 1997

preprint
Published by arXiv in arXiv

https://doi.org/10.48550/arXiv.cond-mat/9710324

Abstract

Evidence is offered for log-periodic (in time) fluctuations in the S&P 500 stock index during the three years prior to the October 27, 1997 "correction". These fluctuations were expected on the basis of a discretely scale invariant rupture phenomenology of stock market crashes proposed earlier.

Keywords

DISCRETE SCALE INVARIANCE
DISCRETELY SCALE
SCALE INVARIANT
PHENOMENOLOGY
STOCK MARKET
SECOND BLACK
RUPTURE

All Related Versions

Version 1, 1997-10-29, ArXiv
Published version: Modern Physics Letters B, 12 (02n03), 57.

This publication has 0 references indexed in Scilit: