Note on log-periodic description of 2008 financial crash
Statistical Finance
2015-05-18 v2 Physics and Society
Abstract
We analyze the financial crash in 2008 for different financial markets from the point of view of log-periodic function model. In particular, we consider Dow Jones index, DAX index and Hang Seng index. We shortly discuss the possible relation of the theory of critical phenomena in physics to financial markets.
Cite
@article{arxiv.1005.2044,
title = {Note on log-periodic description of 2008 financial crash},
author = {Katarzyna Bolonek-Lason and Piotr Kosinski},
journal= {arXiv preprint arXiv:1005.2044},
year = {2015}
}
Comments
13 pages, 7 figures; references and few comments added;