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000050432 0247_ $$2DOI$$a10.1142/S0129183105007972
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000050432 084__ $$2WoS$$aComputer Science, Interdisciplinary Applications
000050432 084__ $$2WoS$$aPhysics, Mathematical
000050432 1001_ $$0P:(DE-HGF)0$$aBartolozzi, M.$$b0
000050432 245__ $$aSelf-Similar Log-Periodic Structures in Western Stock Markets from 2000
000050432 260__ $$aSingapore [u.a.]$$bWorld Scientific$$c2005
000050432 300__ $$a1347 - 1361
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000050432 440_0 $$014942$$aInternational Journal of Modern Physics C$$v16$$x0129-1831$$y9
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000050432 520__ $$aThe presence of log-periodic structures before and after stock market crashes is considered to be an imprint of an intrinsic discrete scale invariance (DSI) in this complex system. The fractal framework of the theory leaves open the possibility of observing self-similar log-periodic structures at different time scales. In the present work, we analyze the daily closures of four of the most important indices worldwide since 2000: the DAX for Germany and the NASDAQ-100, the S&P 500 and the Dow Jones for the United States. The qualitative behavior of these different markets is similar during the temporal frame studied. Evidence is found for decelerating log-periodic oscillations of duration about two years and starting in September 2000. Moreover, a nested sub-structure starting in May 2002 is revealed, bringing more evidence to support the hypothesis of self-similar, log-periodic behavior. Ongoing log-periodic oscillations are also revealed. A Lomb analysis over the aforementioned periods indicates a preferential scaling factor lambda similar to 2. Higher order harmonics are also present. The spectral pattern of the data has been found to be similar to that of a Weierstrass-type function, used as a prototype of a log-periodic fractal function.
000050432 536__ $$0G:(DE-Juel1)FUEK241$$2G:(DE-HGF)$$aPhysik der Hadronen$$cM01$$x0
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000050432 65320 $$2Author$$adiscrete scale invariance
000050432 65320 $$2Author$$aeconophysics
000050432 65320 $$2Author$$acomplex systems
000050432 7001_ $$0P:(DE-HGF)0$$aDrozdz, S.$$b1
000050432 7001_ $$0P:(DE-HGF)0$$aLeinweber, D. B.$$b2
000050432 7001_ $$0P:(DE-Juel1)131339$$aSpeth, J.$$b3$$uFZJ
000050432 7001_ $$0P:(DE-HGF)0$$aThomas, A. W.$$b4
000050432 773__ $$0PERI:(DE-600)2006526-7$$a10.1142/S0129183105007972$$gVol. 16, p. 1347 - 1361$$p1347 - 1361$$q16<1347 - 1361$$tInternational journal of modern physics / C$$v16$$x0129-1831$$y2005
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000050432 9131_ $$0G:(DE-Juel1)FUEK241$$bMaterie$$kM01$$lPhysik der Hadronen$$vPhysik der Hadronen$$x0
000050432 9141_ $$y2005
000050432 915__ $$0StatID:(DE-HGF)0010$$aJCR/ISI refereed
000050432 9201_ $$0I:(DE-Juel1)VDB223$$d31.12.2006$$gIKP$$kIKP-TH$$lInstitut 3 (Theoretische Kernphysik)$$x0
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