Leverage causes fat tails and clustered volatility (Q2869960)
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scientific article; zbMATH DE number 6247147
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Leverage causes fat tails and clustered volatility |
scientific article; zbMATH DE number 6247147 |
Statements
Leverage causes fat tails and clustered volatility (English)
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17 January 2014
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systemic risk
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clustered volatility
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fat tails
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crash
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margin calls
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leverage
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0.84165597
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0.8305864
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0.82064784
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0.8194134
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0.81747717
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