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Note on log-periodic description of 2008 financial crash
Note log-periodic description financial crash
2010/10/20
We analyze the financial crash in 2008 for different financial markets from the point of view of log-periodic function model. In particular, we consider Dow Jones index, DAX index and Hang Seng index...
Multifractal analysis and instability index of prior-to-crash market situations
Multifractal analysis instability index prior-to-crash market situations
2010/11/2
We take prior-to-crash market prices (NASDAQ, Dow Jones Indus-trial Average) as a signal, a function of time, we project these discrete values onto a vertical axis, thus obtaining a Cantordust. We stu...