Note on log-periodic description of 2008 financial crash

Details Note on log-periodic description of 2008 financial crash Note on log-periodic description of 2008 financial crash

2010-05-12

arxiv.org/abs/1005.2044v2

Economy

Quantitative Finance

Statistical Finance

13 pages, 7 figures; references and few comments added;

Scientific paper

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.

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