fat tails, black swan, mid 2010: not like that destructive

来源: 于 2010-07-04 08:53:36 [博客] [旧帖] [给我悄悄话] 本文已被阅读：次

“fat tails,” a term that suggests that catastrophic events at the far end of a bell curve are more likely to occur than statistical models imply


long tail


fat tails, black swan, mid 2010: not like that destructive, still within the 3X std of mkt's model