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Leverage Causes Fat Tails and Clustered Volatility By Stefan Thurner, J. Doyne Farmer and John Geanakoplosā August 3, 2009 We study a very simple model of leveraged asset purchases with margin
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Document Date: 2012-03-06 01:55:55
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File Size: 1,26 MB
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Leverage Causes Fat Tails and Clustered Volatility By Stefan Thurner, J. Doyne Farmer and John Geanakoplosā August 3, 2009 We study a very simple model of leveraged asset purchases with margin