Booms and Crashes in Self-Similar Markets

S. Gluzman and V. I. Yukalov

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Abstract: Sharp changes in time series representing market dynamics are studied by means of the self--similar analysis suggested earlier by the authors. These sharp changes are market booms and crashes. Such crises phenomena in markets are analogous to critical phenomena in physics. A simple classification of the market crisis phenomena is given.

Date: 1998-10
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Published in Mod. Phys. Lett. B 12 (1998) 575-587

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