How much data do you need? An operational, pre-asymptotic metric for fat-tailedness

  title={How much data do you need? An operational, pre-asymptotic metric for fat-tailedness},
  author={Nassim Nicholas Taleb},
  journal={International Journal of Forecasting},
  • N. Taleb
  • Published 15 February 2018
  • Mathematics
  • International Journal of Forecasting

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