Another type of log-periodic oscillations on Polish stock market?
arXiv:cond-mat/0307323 · doi:10.1016/j.physa.2004.06.143
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 are oscillations which accompany a rising market and which ends in a crash. The second type oscillations, called "anti-bubbles" appear after a crash, when the prices decreases. Here, we propose the third type of log-periodic oscillations, where a exogenous crash initializes a log-periodic behavior of market, and the market is growing up. Such behavior has been identified on Polish stock market index between the "Russian crisis" (August 1998) and the "New Economy crash" in April 2000.
arXiv comment10 pages (6 figures): conference APFA4 (Warsaw, November 2003)
References in corpus (4)
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