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Filiasi, Mario, Livan, Giacomo, Marsili, Matteo, Peressi, Maria, Vesselli, Erik and Zarinelli, Elia (2014) On the concentration of large deviations for fat tailed distributions, with application to financial data. Journal of Statistical Mechanics: Theory and Experiment, 2014 (9). P09030. ISSN 1742-5468