Discrete Scale Invariance and the ‘Second Black Monday'
Document Type
Article
Journal/Book Title/Conference
Modern Physics Letters B
Volume
12
Publication Date
1998
First Page
57
Last Page
60
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.
Recommended Citation
Feigenbaum, J. and P.G.O. Freund, (1998), “Discrete Scale Invariance and the ‘Second Black Monday’,” Modern Physics Letters B 12: 57-60.
COinS
