The Unholy Trinity: Fat Tails, Tail Dependence, and Micro-correlations

Carolyn Kousky, Roger M Cooke

Research output: Working paperDiscussion paper

12 Citations (Scopus)

Fingerprint

Dive into the research topics of 'The Unholy Trinity: Fat Tails, Tail Dependence, and Micro-correlations'. Together they form a unique fingerprint.

Social Sciences

Economics, Econometrics and Finance