Leverage Causes Fat Tails and Clustered Volatility
Year of publication: |
2011
|
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Authors: | Thurner, Stefan |
Other Persons: | Farmer, J. Doyne (contributor) ; Geanakoplos, John (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Regionales Cluster | Regional cluster | Statistische Verteilung | Statistical distribution | Kapitalstruktur | Capital structure | Theorie | Theory |
Extent: | 1 Online-Ressource (15 p) |
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Series: | Cowles Foundation Discussion Paper ; No. 1745R |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 22, 2011 erstellt |
Classification: | E32 - Business Fluctuations; Cycles ; E37 - Forecasting and Simulation ; G01 - Financial Crises ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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