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Describing Crises with a Critical Exponent of the Reggeon Field Theory

We present evidence that markets in crisis can be described by a critical exponent of the nonlinear-diffusion Reggeon Field Theory, calculated 40 years ago, with no free parameters, translated to finance. We propose this as a benchmark for average crisis behavior, to which individual crises can be rich or cheap. In another paper we present a quantitative model for the probability of equity crises in advance. An earlier paper contained a summary.