{"id":8,"date":"2025-04-30T19:38:19","date_gmt":"2025-04-30T19:38:19","guid":{"rendered":"https:\/\/noisemakesalpha.kinsta.cloud\/?p=8"},"modified":"2025-05-01T05:56:09","modified_gmt":"2025-05-01T05:56:09","slug":"thurner-s-farmer-j-d-geanakoplos-j-2012-leverage-causes-fat-tails-and-clustered-volatility-quantitative-finance-125-695-707","status":"publish","type":"post","link":"https:\/\/noisemakesalpha.com\/?p=8","title":{"rendered":"Thurner, S., Farmer, J. D., &amp; Geanakoplos, J. (2012). Leverage causes fat tails and clustered volatility. Quantitative Finance, 12(5), 695-707."},"content":{"rendered":"\n<p><a href=\"https:\/\/scholar.google.com\/scholar?hl=en&amp;as_sdt=0%2C5&amp;q=Thurner%2C+S.%2C+Farmer%2C+J.+D.%2C+%26+Geanakoplos%2C+J.+%282012%29.+Leverage+causes+fat+tails+and+clustered+volatility.+Quantitative+Finance%2C+12%285%29%2C+695-707.&amp;btnG=\">Google Scholar<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Google Scholar<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[3],"tags":[],"class_list":["post-8","post","type-post","status-publish","format-standard","hentry","category-finance"],"_links":{"self":[{"href":"https:\/\/noisemakesalpha.com\/index.php?rest_route=\/wp\/v2\/posts\/8","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/noisemakesalpha.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/noisemakesalpha.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/noisemakesalpha.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/noisemakesalpha.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=8"}],"version-history":[{"count":1,"href":"https:\/\/noisemakesalpha.com\/index.php?rest_route=\/wp\/v2\/posts\/8\/revisions"}],"predecessor-version":[{"id":9,"href":"https:\/\/noisemakesalpha.com\/index.php?rest_route=\/wp\/v2\/posts\/8\/revisions\/9"}],"wp:attachment":[{"href":"https:\/\/noisemakesalpha.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=8"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/noisemakesalpha.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=8"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/noisemakesalpha.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=8"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}