Can log-periodic power law structures arise from random fluctuations?
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Publication:1782685
DOI10.1016/j.physa.2014.01.007zbMath1395.82197OpenAlexW2037618395MaRDI QIDQ1782685
Jan Henrik Wosnitza, Jens Leker
Publication date: 20 September 2018
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2014.01.007
Fokker-Planck equationMarkov processeconophysicsdiscrete scale-invariancelog-periodic power lawspeculative bubble bursts
Related Items (2)
Oscillations in the Tsallis income distribution ⋮ Stability and hierarchy of quasi-stationary states: financial markets as an example
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Cites Work
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