INVESTIGADORES
REDELICO Francisco Oscar
artículos
Título:
An empirical fractal geometry analysis of some speculative financial bubbles
Autor/es:
REDELICO, FRANCISCO; PROTO, ARACELI
Revista:
PHYSICA A - STATISTICAL AND THEORETICAL PHYSICS
Editorial:
ELSEVIER SCIENCE BV
Referencias:
Lugar: Amsterdam; Año: 2012 vol. 391 p. 5132 - 5138
ISSN:
0378-4371
Resumen:
Empirical evidence of a multifractal signature during increasing of a financial bubbleleading to a crash is presented. The April 2000 crash in the NASDAQ composite indexand a time series from the discrete Chakrabarti?Stinchcombe model for earthquakes areanalyzed using a geometric approach and some common patterns are identified. Thesepatterns can be related the geometry of the rising period of a financial bubbles with thenon-concave entropy problem.
