A Detailed Take On Fat Tail

25 Pages Posted: 12 Mar 2020

Date Written: January 9, 2020

Abstract

Understanding of fat tail and its importance was very less known when it comes to the economic field. This paper makes notes from other papers and describes what all are done in the field of fat-tail.

Keywords: Fat-Tail, Volatility, Gaussian Distribution

JEL Classification: G17, G41

Suggested Citation

Thakur, Sandeep, A Detailed Take On Fat Tail (January 9, 2020). Available at SSRN: https://ssrn.com/abstract=3534757 or http://dx.doi.org/10.2139/ssrn.3534757

Sandeep Thakur (Contact Author)

Christ University ( email )

Bangalore, Karnataka
India

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