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12 December 2024

» arxiv » cond-mat/9710324

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Discrete Scale Invariance and the "Second Black Monday"
James A. Feigenbaum ; Peter G.O. Freund ;
Date:	29 Oct 1997
Subject:	cond-mat
Affiliation:	University of Chicago
Abstract:	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.
Source:	arXiv, cond-mat/9710324
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