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Leverage Causes Fat Tails and Clustered Volatility

Open luziusmeisser opened this issue 9 years ago • 0 comments

Adding a notebook to reproduce the findings of "Leverage Causes Fat Tails and Clustered Volatility" by Thurner, Farmer, and Geanakoplos. It also contains suggestions for questions. Should be streamlined with the other lessons once they are ready and we know more about the general format (i.e. what goes into the notebooks and what into the videos and other lecture material).

luziusmeisser avatar Mar 08 '16 22:03 luziusmeisser