Note on log-periodic description of 2008 financial crash

Katarzyna Bolonek-Lason and Piotr Kosinski

Papers from arXiv.org

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.

Date: 2010-05, Revised 2010-06
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1005.2044

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