NO.PZ2023091701000161
问题如下：
Which of the following statements about EVT is correct?
选项：
A.EVT extends the central Limit Theorem to the distribution of the average of i.i.d random variables drawn from an unknown distribution. B.With ξ = 0.2, the EVT density has a fatter tail than the normal density, implying a lower probability of experiencing large losses. C.Given a generalized Pareto distribution, when the ξ is negative, the convergence speed of the tail distribution is faster than normal distribution.
D.Normal distribution tails drop more slowly than for the empirical distribution for financial returns.
解释：
请问一下这个在讲义哪里讲过呢？
