NO.PZ2021061603000028
问题如下:
An analyst calculated the excess kurtosis of a stock's returns as -0.75. From this information, we conclude that the distribution of returns is:
选项:
A.normally distributed.
B.thin-tailed compared to the normal distribution
C.fat-tailed compared to the normal distribution
解释:
B is correct. The distribution is thin-tailed relative to the normal distribution because the excess kurtosis is less than zero.
老师请问excess kurtosis 是啥意思?可以展开讲解一下吗?现在是死记硬背不理解