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Log-Periodicity in High Frequency Financial Series

Author

Listed:
  • Sergio Da Silva
  • Raul Matsushita
  • Iram Gleria
  • Annibal Figueiredo
Abstract
No abstract is available for this item.

Suggested Citation

  • Sergio Da Silva & Raul Matsushita & Iram Gleria & Annibal Figueiredo, 2004. "Log-Periodicity in High Frequency Financial Series," Finance 0409043, University Library of Munich, Germany.
    • Handle: RePEc:wpa:wuwpfi:0409043
    Note: Type of Document - pdf
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    File URL: https://econwpa.ub.uni-muenchen.de/econ-wp/fin/papers/0409/0409043.pdf
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    References listed on IDEAS

    as
    1. D. Sornette & A. Johansen, 2001. "Significance of log-periodic precursors to financial crashes," Papers cond-mat/0106520, arXiv.org.
    2. D. Sornette & A. Johansen, 2001. "Significance of log-periodic precursors to financial crashes," Quantitative Finance, Taylor & Francis Journals, vol. 1(4), pages 452-471.
    3. Schmidt, Anatoly B., 2004. "Quantitative Finance for Physicists," Elsevier Monographs, Elsevier, edition 1, number 9780120884643.
    Full references (including those not matched with items on IDEAS)

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    JEL classification:

    • G - Financial Economics

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