Critical Crashes?

1999/03/09 by Kirill Ilinski · 1 citation
Physics and Astronomy · Economics, Econometrics and Finance · #cond-mat.stat-mech #q-fin.ST

paper · pdf · doi:10.1142/s0129183199000553

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

arxiv created 1999/03/09 · arxiv updated 2009/11/30

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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