Why stock markets crash critical events in complex financial systems

By: Material type: TextTextSeries: Princeton science libraryPublication details: New Jersey Princeton University Press 2003Description: xxvi, 421p. illustrations 22 cmSubject(s): Genre/Form: DDC classification:
  • 332.63222 23 SO-W
LOC classification:
  • HB3722 .S66 2017
Contents:
Financial crashes: what, how, why, and when? -- Fundamentals of financial markets -- Financial crashes are "outliers" -- Positive feedbacks -- Modeling financial bubbles and market crashes -- Hierarchies, complex fractal dimensions, and log-periodicity -- Autopsy of major crashes: universal exponents and log-periodicity -- Bubbles, crises, and crashes in emergent markets -- Prediction of bubbles, crashes, and antibubbles -- The end of the growth era?
Item type: Print
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Includes bibliographical references (pages 397-418) and index.

Financial crashes: what, how, why, and when? -- Fundamentals of financial markets -- Financial crashes are "outliers" -- Positive feedbacks -- Modeling financial bubbles and market crashes -- Hierarchies, complex fractal dimensions, and log-periodicity -- Autopsy of major crashes: universal exponents and log-periodicity -- Bubbles, crises, and crashes in emergent markets -- Prediction of bubbles, crashes, and antibubbles -- The end of the growth era?

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