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5), can also be computed directly on the distribution by fitting the tails with a two parameter curve quantifying their “fatness” and rates of decay (Mantegna, 1991). We can speak of a Gaussian tail as having an exponential decay rate representable by a = 2 implying 209 HOUSE_OVERSIGHT_013709 --- PAGE B
Page: HOUSE_OVERSIGHT_013711 →in World Scientific Singapore pp 136-155 Manneville, P., Pomeau, Y. (1980): Different ways to turbulence in dissipative systems. Physica 1D:219-226 Mantegna, R.N. (1991) Levy walks and enhanced diffusion in Milan stock exchange. Physica A 179:232-242 Martinerie, J.,Adam, C., Le Van Quyen, M., Baulac, M.,
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