A statistical analysis of log-periodic precursors to financial crashes*
Work
Year: 2001
Type: article
Abstract: Motivated by the hypothesis that financial crashes are macroscopic examples of critical phenomena associated with a discrete scaling symmetry, we reconsider the evidence of log-periodic precursors to ... more
Source: Quantitative Finance
Author Joan Feigenbaum
Institution University of Iowa
Cites: 3
Cited by: 70
Related to: 10
FWCI: 5.246
Citation percentile (by year/subfield): 97
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green