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Taking into account the rate of convergence in CLT under Risk evaluation on financial markets

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This paper examines “fat tails puzzle” in the financial markets. Ignoring the rate of convergence in Central Limit Theorem (CLT) provides the “fat tail” uncertainty. In this paper, we provide a review of the empirical results obtained “fat tails puzzle” using innovative method of...

Persistent link: https://www.econbiz.de/10011877599