Imprints of log-periodic self-similarity in the stock market

European Physical Journal B

Volumn 10, Issue 3, 1999, Pages 589-593

  Drozdz, S ^a,b   Ruf, F ^c   Speth, J ^a   Wojcik M ^a,b  

^a FORSCHUNGSZENTRUM JÜLICH   (Germany)

^b INSTITUTE OF NUCLEAR PHYSICS   (Poland)

^c WestLB   (Germany)

Author keywords

01.75.+m Science and society; 05.40. a fluctuation phenomena, random processes, Brownian motion; 89.90.+n other topics of general interest to physicists

Indexed keywords

EID: 0000607890     PISSN: 14346028     EISSN: None     Source Type: Journal    
DOI: 10.1007/s100510050890     Document Type: Article

References (24)

1. D. Sornette, A. Johansen, J.-P. Bouchaud, J. Phys. I France 6, 167 (1996).
2. J.A. Feigenbaum, P.G.O. Freund, Int. J. Mod. Phys. B 10, 3737 (1996).
3. N. Vandevalle, M. Ausloos, Ph. Boveroux, A. Minguet, Eur. Phys. J. B 4, 139 (1998); N. Vandevalle, Ph. Boveroux, A. Minguet, M. Ausloos, Physica A 255, 201 (1998).
4. N. Vandevalle, M. Ausloos, Ph. Boveroux, A. Minguet, Eur. Phys. J. B 4, 139 (1998); N. Vandevalle, Ph. Boveroux, A. Minguet, M. Ausloos, Physica A 255, 201 (1998).
5. J.A. Feigenbaum, P.G.O. Freund, Mod. Phys. Lett. B 12, 57 (1998).
6. S. Gluzman, V.I. Yukalov, Mod. Phys. Lett. B 12, 75 (1998).
7. A. Johansen, D. Sornette, Risk 12, 91 (1999).
8. J. Nauenberg, J. Phys. A 8, 925 (1975); G. Jona-Lasinio, Nuovo Cimento B 26, 99 (1975).
9. J. Nauenberg, J. Phys. A 8, 925 (1975); G. Jona-Lasinio, Nuovo Cimento B 26, 99 (1975).
10. D. Sornette, Phys. Rep. 297, 239 (1998); cond-mat/9707012.
11. D. Sornette, C.G. Sammis, J. Phys. I France 5, 607 (1995); H. Saleur, C.G. Sammis, D. Sornette, J. Geophys. Res. 101, 17661 (1996).
12. D. Sornette, C.G. Sammis, J. Phys. I France 5, 607 (1995); H. Saleur, C.G. Sammis, D. Sornette, J. Geophys. Res. 101, 17661 (1996).
13. W.I. Newman, D.L. Turcotte, A.M. Gabrielov, Phys. Rev. E 52, 4827 (1995).
14. D. Sornette, A. Johansen, A. Arnéodo, J.-F. Muzy, H. Saleur, Phys. Rev. Lett. 76, 251 (1996).
15. R.C. Ball, R. Blumenfeld, Phys. Rev. Lett. 65, 1784 (1990).
16. L. Laloux, M. Potters, R. Cont, J.P. Aguilar, J.P. Bouchaud, Europhys. Lett. 45, 1 (1999).
17. A. Johansen, D. Sornette, Eur. Phys. J. B 1, 141 (1998).
18. P. Bak, How Nature Works - the Science of Self-Organized Criticality (Springer-Verlag, New York, 1996).
19. A. Arnéodo, J.-F. Muzy, D. Sornette, Eur. Phys. J. B 2, 277 (1998).
20. B. Derrida, J.P. Eckmann, A. Erzan, J. Phys. A 16, 893 (1983).
21. H. Saleur, D. Sornette, J. Phys. I France 6, 327 (1996).
22. A. Johansen, D. Sornette, Eur. Phys. J. B 9, 167 (1999).
23. M.V. Berry, Z.V. Lewis, Proc. R. Soc. Lond. A 370, 459 (1980).
24. F.M. Borodich, Geophys. J. Int. 131, 171 (1997).