Note on log-periodic description of 2008 financial crash

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.

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Year of publication:	2011
Authors:	Bolonek-Lason, Katarzyna ; Kosinski, Piotr
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 390.2011, 23, p. 4332-4339
Publisher:	Elsevier
Subject:	Log-periodic description \| Financial markets \| Critical phenomena \| Dow Jones index \| DAX index \| Hang Seng index

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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