muck Posted October 15, 2008 Share Posted October 15, 2008 Read this article, and if you are interested in what he says, read his books ... starting with "Fooled by Randomness" (2nd edition) and then go to "The Black Swan" Quote Link to comment Share on other sites More sharing options...
wiegie Posted October 15, 2008 Share Posted October 15, 2008 And if you read the link and noticed something about "fat tails", I can confirm that muck has been thinking about leptokurtosis for at least five or six years if not longer. Quote Link to comment Share on other sites More sharing options...
AtomicCEO Posted October 15, 2008 Share Posted October 15, 2008 I only go for fat tails after I've been drinking. Quote Link to comment Share on other sites More sharing options...
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