Before revision: By analyzing ] financial time series of exceptional events such as bubbles and crashes, we confirm the existence of nonlinear potential forces in the markets.
After revision: Basic peculiarities of market price fluctuations are known to be well described by a recently developed random walk model in a temporally deforming quadric potential force whose center is given by a moving average of past price traces ] financial time series of exceptional events such as bubbles and crashes, we confirm the existence of nonlinear potential forces in the markets.