Another type of log-periodic oscillations on Polish stock market

Piotr Gnaciński and Danuta Makowiec

Physica A: Statistical Mechanics and its Applications, 2004, vol. 344, issue 1, 322-325

Abstract: Log-periodic oscillations have been used to predict price trends and crashes on financial markets. So far two types of log-periodic oscillations have been associated with the real markets. The first type oscillations accompany a rising market and end in a crash. The second type oscillations, called “anti-bubbles” appear after a crash, when the prices decrease.

Keywords: Econophysics; Stock market; Log-periodic oscillations; Power laws; Crashes (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:344:y:2004:i:1:p:322-325

DOI: 10.1016/j.physa.2004.06.143

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