Fat Tails, Scaling, and Stable Laws:A Critical Look at Modeling Extremal Events in Financial Phenomena

Sergio M. Focardi and Frank J. Fabozzi

Journal of Risk Finance, 2003, vol. 5, issue 1, 5-26

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Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:eme:jrfpps:eb022976

DOI: 10.1108/eb022976

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