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

来源: marketreflections 于 2010-07-04 08:53:36 [] [博客] [旧帖] [给我悄悄话] 阅读数 : (278 bytes)

“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

请您先登陆，再发跟帖！