Discrete scale invariance and the "second black Monday"

被引：25

作者：

Feigenbaum, JA

Freund, PGO

机构：

[1] Univ Chicago, Enrico Fermi Inst, Chicago, IL 60637 USA

[2] Univ Chicago, Dept Phys, Chicago, IL 60637 USA

来源：

MODERN PHYSICS LETTERS B | 1998年 / 12卷 / 2-3期

关键词：

D O I：

10.1142/S0217984998000093

中图分类号：

O59 [应用物理学];

学科分类号：

摘要：

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.

引用

页码：57 / 60

页数：4