NO.PZ2023091601000025
问题如下：
In looking at the frequency
distribution of weekly crude oil price changes between 1984 and 2008, an
analyst notices that the frequency distribution has a surprisingly large number
of observations for extremely large positive price changes and a smaller number,
but still a surprising one of observations for extremely large negative price
changes. The analyst provides you with the following statistical measures.
Which measures would help you identify these characteristics of the frequency
distribution?
I.Serial correlation of weekly price chances
II.Variance of weekly
price changes
III.Skewness of weekly
price changes
IV.Kurtosis of weekly
price changes
选项：
A.I, II, III and IV
II only
III and IV only
I, III and IV only
解释：
The
question considers a skewed leptokurtic distribution. To measure the magnitude
of these skewed tails, the analyst needs to consider both the skewness and
kurtosis
这题说右极端值很多，可以判断出右偏，峰度是怎么判断的？如果想要知道峰度(比如两端肥尾的情况)，就不能判断出向哪偏了吧？
