  We study the effect of a weak random additive noise in a linear chain of N
locally-coupled logistic maps at the edge of chaos. Maps tend to synchronize
for a strong enough coupling, but if a weak noise is added, very intermittent
fluctuations in the returns time series are observed. This intermittency tends
to disappear when noise is increased. Considering the pdfs of the returns, we
observe the emergence of fat tails which can be satisfactorily reproduced by
$q$-Gaussians curves typical of nonextensive statistical mechanics.
Interoccurrence times of these extreme events are also studied in detail.
Similarities with recent analysis of financial data are also discussed.
