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Note on log-periodic description of 2008 financial crash

Author

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  • Bolonek-Lason, Katarzyna
  • Kosinski, Piotr

Abstract

We analyse 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

  • Bolonek-Lason, Katarzyna & Kosinski, Piotr, 2011. "Note on log-periodic description of 2008 financial crash," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4332-4339.
    • Handle: RePEc:eee:phsmap:v:390:y:2011:i:23:p:4332-4339
    DOI: 10.1016/j.physa.2011.06.060
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    Cited by:

    1. Wosnitza, Jan Henrik & Denz, Cornelia, 2013. "Liquidity crisis detection: An application of log-periodic power law structures to default prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3666-3681.

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