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cond-mat.stat-mech2003★ 39 cited
Another type of log-periodic oscillations on Polish stock market?
Piotr Gnacinski, Danuta Makowiec
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…
cond-mat.stat-mech2000★ 5 cited
Fluctuations Of WIG-the index of Warsaw Stock Exchange. Preliminary studies
Danuta Makowiec, Piotr Gnacinski
A time series that represents daily values of the WIG index (the main index of Warsaw Stock Exchange) over last 5 years is examined. Non-Gaussian features of distributions of fluct…