Critical Crashes?
Statistical Mechanics
2009-10-31 v1 Statistical Finance
Abstract
In this short note we discuss recent attempts to describe pre-crash market dynamics with analogies from theory of critical phenomena.
Cite
@article{arxiv.cond-mat/9903142,
title = {Critical Crashes?},
author = {Kirill Ilinski},
journal= {arXiv preprint arXiv:cond-mat/9903142},
year = {2009}
}
Comments
6 pages, Latex, to appear in Int.J.Mod.Phys.C