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smicha's BibTeX entry:  

Analysis of intermittence, scale invariance and characteristic scales in the behavior of major indices near a crash

Physica A: Statistical Mechanics and its Applications, 359: 576--588, 2006.
Authors: Marta Ferraro and Nicolas Furman and Yang Liu and Cristina Mariani and Diego Rial
URL: http://www.sciencedirect.com/science/article/B6TVG-4GFV2B4-1/1/b3fd51455627d2bf7cd699d68401c759
Description: Physica A
Tags: Econophysics
| URL | BibTeX  
@article{Ferraro2006,
title = {Analysis of intermittence, scale invariance and characteristic scales in the behavior of major indices near a crash},
author = {Marta Ferraro and Nicolas Furman and Yang Liu and Cristina Mariani and Diego Rial},
day = {01},
journal = {Physica A: Statistical Mechanics and its Applications},
month = {Jan},
pages = {576--588},
url = {http://www.sciencedirect.com/science/article/B6TVG-4GFV2B4-1/1/b3fd51455627d2bf7cd699d68401c759},
volume = {359},
year = {2006},
description = {Physica A},
keywords = {Econophysics }
}