| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481488 | Physica A: Statistical Mechanics and its Applications | 2012 | 8 Pages |
Abstract
⺠We model the dynamics of stock market index returns prior and after major crashes. ⺠Aftershocks and foreshocks are well defined by the Gutenberg-Richter law. ⺠Magnitude exhibits scale invariability, self similarity and obeys a power law. ⺠Also, aftershock sequence obeys the Omori law and power relaxation. ⺠The relaxation exponent increases with threshold.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Fotios M. Siokis,