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Raul Matsushita and Sergio Da Silva
 
''A log-periodic fit for the flash crash of May 6, 2010''
( 2011, Vol. 31 No.2 )
 
 
We show that a two-harmonic log-periodic formula fits the high-frequency data from the Dow Jones Industrial Average index, which encompass the recent episode known as the “flash crash” of May 6, 2010.
 
 
Keywords: flash crash, crashes, log-periodicity
JEL: G1 - General Financial Markets: General (includes Measurement and Data)
C6 - Mathematical Methods and Programming: General
 
Manuscript Received : Jun 15 2011 Manuscript Accepted : Jun 16 2011

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