Booms and Crashes in Self-Similar Markets

Details Booms and Crashes in Self-Similar Markets Booms and Crashes in Self-Similar Markets

1998-10-08

arxiv.org/abs/cond-mat/9810092v1

Mod. Phys. Lett. B 12 (1998) 575-587

Physics

Condensed Matter

Statistical Mechanics

1 file, 10 pages, RevTex

Scientific paper

10.1142/S0217984998000688

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.

Affiliated with

Also associated with

No associations

Rating

Booms and Crashes in Self-Similar Markets does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Booms and Crashes in Self-Similar Markets, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Booms and Crashes in Self-Similar Markets will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-508708