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imported>Doug Williamson
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'Fat tails' describes the greater likelihood of extreme market conditions, than predicted by conventional models of probability.
== Summary ==
 
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This pattern is also known as 'leptokurtosis'.
 
 
This means that the likelihood and size of extreme negative events is systematically underestimated by conventional statisitcal models.
 
 
== See also ==
* [[CertFMM]]
* [[Frequency distribution]]
* [[Leptokurtic frequency distribution]]
* [[Leptokurtosis]]
* [[Normal frequency distribution]]
* [[Standard deviation]]
* [[Tail event]]
* [[Tail risk]]

Latest revision as of 09:29, 27 July 2023

Summary

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