The Future Has Thicker Tails than the Past: Model Error As Branching Counterfactuals
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References listed on IDEAS
- Taleb, Nassim Nicholas, 2009. "Errors, robustness, and the fourth quadrant," International Journal of Forecasting, Elsevier, vol. 25(4), pages 744-759, October.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-09-22 (All new papers)
- NEP-ECM-2012-09-22 (Econometrics)
- NEP-FOR-2012-09-22 (Forecasting)
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