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Critical Crashes?

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  • Kirill Ilinski

    (University of Birmingham)

Abstract

In this short note we discuss recent attempts to describe pre-crash market dynamics with analogies from theory of critical phenomena.

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  • Kirill Ilinski, 1999. "Critical Crashes?," Papers cond-mat/9903142, arXiv.org.
    • Handle: RePEc:arx:papers:cond-mat/9903142
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    File URL: http://arxiv.org/pdf/cond-mat/9903142
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    Cited by:

    1. Anders Johansen & Didier Sornette & Olivier Ledoit, 1999. "Empirical and Theoretical Status of Discrete Scale Invariance in Financial Crashes," Finance 9903006, University Library of Munich, Germany.
    2. D. Sornette & A. Johansen, 2001. "Significance of log-periodic precursors to financial crashes," Papers cond-mat/0106520, arXiv.org.

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