Note on log-periodic description of 2008 financial crash

Katarzyna Bolonek-Lason and Piotr Kosinski

Physica A: Statistical Mechanics and its Applications, 2011, vol. 390, issue 23, 4332-4339

Abstract: We analyse 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.

Keywords: Log-periodic description; Financial markets; Critical phenomena; Dow Jones index; DAX index; Hang Seng index (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:390:y:2011:i:23:p:4332-4339

DOI: 10.1016/j.physa.2011.06.060

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