In other words, it was not a random drawing from a distribution of events with a fat tail but actually predictable in advance given the rising macro and financial risks and vulnerabilities.

换句话说，它并非带有肥尾的一系列离散事件的随机结果，而是在事先观察到上升的宏观及金融风险后完全可以预见到的。

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Some statistical test methods on "fat tail" distribution of time series are obtained by using properties of extreme value theory and extreme index estimator under large sample.

使用极值理论和极值指数估计量的性质，在大样本的情况下得到序列分布“肥尾”现象的检验方法。

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Empirical evidences show that the distributions of high frequency time series are "fat tail" type distribution rather than normal distribution with "light tail" as those in traditional modeling.

经验表明高频时间序列的分布常是“肥尾”型的，而非传统建模中的“薄尾”型的正态分布。

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