nnt-hierarchy-of-fat-tails

Hierarchy of distributions in term of fat-tailedness (PDF):
https://dl.dropboxusercontent.com/u/50282823/fattailedness.pdf

Fat Tails and (Anti)fragility:
http://www.fooledbyrandomness.com/FatTails.html

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Hierarchy of distributions in term of fat-tailedness

Posted on

June 15th, 2013

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General

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