Critical Crashes?

Abstract

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

6 pages, Latex, to appear in Int.J.Mod.Phys.C

References in corpus (4)

• A Langevin Approach to Stock Market Fluctuations and Crashes
• Large financial crashes
• Financial ``Anti-Bubbles'': Log-Periodicity in Gold and Nikkei collapses
• Are Financial Crashes Predictable?

Cited by in corpus (4)

• Log-periodic self-similarity: an emerging financial law?
• Self-Similar Log-Periodic Structures in Western Stock Markets from 2000
• From Rational Bubbles to Crashes
• A dynamical model of non regulated markets