Economic mapping to the renormalization group scaling of stock markets View Full Text


Ontology type: schema:ScholarlyArticle      Open Access: True


Article Info

DATE

2001-04

AUTHORS

E. Canessa

ABSTRACT

We make an attempt to map a simple economically motivated model for price evolution [J. Phys. A 33, 3637 (2000)] to the phenomenological renormalization group scaling of stock markets. This mapping gives insight into the critical exponents and the renormalization group predictions for the log-periodic oscillations preceding some stock market crashes from the perspective of non-linear changes in `the level of stock'. More... »

PAGES

591-594

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/pl00011113

DOI

http://dx.doi.org/10.1007/pl00011113

DIMENSIONS

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