NO.PZ2020011303000041
问题如下:
How does the distribution of the daily return on the S&P 500 differ from a normal distribution?
解释:
The distribution of the S&P 500 has fatter tails and is more peaked than the normal distribution.
S&P的日回报率的分布图与正态分布有什么区别?
回报率的分布图是肥尾的,并且比正态分布的峰值更高
老师好,daily return on the S&P 500的分布为什么不是左偏的?我记得在数量的峰度、偏度讲到,收益的分布是右偏的,收益率的分布是左偏的