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Note on log-periodic description of 2008 financial crash

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  • Katarzyna Bolonek-Lason
  • Piotr Kosinski

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.

Suggested Citation

  • Katarzyna Bolonek-Lason & Piotr Kosinski, 2010. "Note on log-periodic description of 2008 financial crash," Papers 1005.2044, arXiv.org, revised Jun 2010.
    • Handle: RePEc:arx:papers:1005.2044
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