Hyper-Crash: Multifractal and Fractal Manifestations of Economic Nervousness (IMAGE)
Caption
Multifractal and fractal manifestations of nervousness in the world economy. Top: changes in the Hurst exponent for the S&P 500 index in the last half-century, with the moments of financial crashes marked. Below: oscillations of the S&P 500 in the years 1800-2003 with extrapolation (made in 2003) to 2025.
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Source: IFJ PAN
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