Molten lava meets market languor

Author: Sancetta A.   Satchell S.E.  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.2, Iss.6, 2002-06, pp. : 405-405

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Abstract

Alessio Sancetta and Steve S Satchell review the article by [A article"1469-7688/2/6/306"] Sornette and Zhou [/A] , on page 468 of this issue, which uses a range of tools, borrowed from physics, to analyse crash severity and frequency.