Discrete Scale Invariance and the "Second Black Monday"

Details Discrete Scale Invariance and the "Second Black Monday" Discrete Scale Invariance and the "Second Black Monday"

1997-10-29

arxiv.org/abs/cond-mat/9710324v1

Physics

Condensed Matter

LaTeX file, 4 pages, 2 figures

Scientific paper

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.

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