Bartolozzi, M.; Drozdz, S.; Leinweber, D. B.; Speth, J.; … - arXiv.org - 2005
The presence of log-periodic structures before and after stock market crashes is considered to be an imprint of an intrinsic discrete scale invariance (DSI) in this complex system. The fractal framework of the theory leaves open the possibility of observing self-similar log-periodic structures...