Stefan Thurner
CFDPs
CFDP 1745R | Stefan Thurner, J. Doyne Farmer, John Geanakoplos, "Leverage Causes Fat Tails and Clustered Volatility," (January 2010, revised November 2011) [14pp, Abstract] [See 1371] | |
CFDP 1745 | Stefan Thurner, J. Doyne Farmer, John Geanakoplos, "Leverage Causes Fat Tails and Clustered Volatility," (January 2010) [19pp, Abstract] |
CFPs
CFP 1371 | Stefan Thurner, J. Doyne Farmer, John Geanakoplos, "Leverage Causes Fat Tails and Clustered Volatility," Quantitative Finance, (May 2012), 12:5: 695-707 [See CFDP 1745R] |