For a more detailed critique, see Robert Lund, Revenge of the White Swan, The American Statistician Vol. 61, No. 3 (Aug., 2007). Accessible through your favorite Russian website.

If you want a better book on heavy-tailed randomness, I like Didier Sornette's Critical Phenomena in Natural Sciences (subtitled Chaos, Fractals, Selforganization and Disorder: Concepts and Tools).