Discrete scale invariance in stock markets before crashes (Q3106718)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5992757
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Discrete scale invariance in stock markets before crashes |
scientific article; zbMATH DE number 5992757 |
Statements
DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES (English)
0 references
29 December 2011
0 references
0.7996437549591064
0 references
0.7944678664207458
0 references
0.7718884944915771
0 references
0.7668634653091431
0 references
0.7558557987213135
0 references