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Thurne, Stefan and Farmer, Doyne James and Geanakoplos, John (2009) Leverage Causes Fat Tails and Clustered Volatility. [Other]. p. 7.
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Thurne, Stefan and Farmer, Doyne James and Geanakoplos, John (2009) Leverage Causes Fat Tails and Clustered Volatility. [Other]. p. 7.