| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10480952 | Physica A: Statistical Mechanics and its Applications | 2013 | 8 Pages |
Abstract
⺠Strong multifractal properties meaning that temporal correlations play a substantial role during an extreme event. ⺠Aftershock periods exhibit richer and more complex dynamics than the foreshock period. ⺠The 1929 and 1987 events display strong antipersistent behavior, rejecting the Efficient Market Hypothesis. ⺠1929 crash display greater degree of mulitfractality than the 1987 event.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Fotios M. Siokis,