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David Jennings wrote:
>Jeff,
>Amazing how some of this stuff comes back, I had forgotten about
>leptokurtosis - sounds like a disease doesn't it.
>I did a significant study in this area on the Brent Oil market in about
>93/4. I suspect I threw it into the bin when I left Shell. I havn't picked
>up Peters' book in a number of years either.
>I think I'm going to have to take some time out and fiddle with the
>equations. I'd forgotten how much I enjoyed this area.
>
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David,
Nice to have you on the list... looking forward to your postings!
Jeff
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