NO.PZ2023091601000025
问题如下:
In looking at the frequencydistribution of weekly crude oil price changes between 1984 and 2008, ananalyst notices that the frequency distribution has a surprisingly large numberof observations for extremely large positive price changes and a smaller number,but still a surprising one of observations for extremely large negative pricechanges. The analyst provides you with the following statistical measures.Which measures would help you identify these characteristics of the frequencydistribution?
I.Serial correlation of weekly price chances
II.Variance of weeklyprice changes
III.Skewness of weeklyprice changes
IV.Kurtosis of weeklyprice changes
选项:
A.
I, II, III and IV
B.
II only
C.
III and IV only
D.
I, III and IV only
解释:
Thequestion considers a skewed leptokurtic distribution. To measure the magnitudeof these skewed tails, the analyst needs to consider both the skewness andkurtosis
可以解释一下这道题吗