The Origin of Fat Tails
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References listed on IDEAS
- Lux, Thomas, 1998. "The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions," Journal of Economic Behavior & Organization, Elsevier, vol. 33(2), pages 143-165, January.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-10-25 (All new papers)
- NEP-ECM-2013-10-25 (Econometrics)
- NEP-FMK-2013-10-25 (Financial Markets)
- NEP-RMG-2013-10-25 (Risk Management)
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