Leverage causes fat tails and clustered volatility (Q2869960)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Leverage causes fat tails and clustered volatility |
scientific article; zbMATH DE number 6247147
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Leverage causes fat tails and clustered volatility |
scientific article; zbMATH DE number 6247147 |
Statements
Leverage causes fat tails and clustered volatility (English)
0 references
17 January 2014
0 references
systemic risk
0 references
clustered volatility
0 references
fat tails
0 references
crash
0 references
margin calls
0 references
leverage
0 references
0 references
0.84165597
0 references
0.8305864
0 references
0 references
0.82064784
0 references
0.8194134
0 references
0 references
0.81747717
0 references
