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 CFP 1371]
CFDP 1745 Stefan Thurner, J. Doyne Farmer, John Geanakoplos, "Leverage Causes Fat Tails and Clustered Volatility," (January 2010) [19pp, Abstract]

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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]