Redelico, Francisco O.; Proto, Araceli N. - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 21, pp. 5132-5138
Empirical evidence of a multifractal signature during increasing of a financial bubble leading to a crash is presented. The April 2000 crash in the NASDAQ composite index and a time series from the discrete Chakrabarti–Stinchcombe model for earthquakes are analyzed using a geometric approach...