Gazola, L.; Fernandes, C.; Pizzinga, A.; Riera, R. - In: The European Physical Journal B - Condensed Matter and … 61 (2008) 3, pp. 355-362
This paper intends to meet recent claims for the attainment of more rigorous statistical methodology within the econophysics literature. To this end, we consider an econometric approach to investigate the outcomes of the log-periodic model of price movements, which has been largely used to...