姜利华 · 2022年01月02日
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.
如题低峰肥尾么不是，为什么会比正态分布的尾巴瘦NO.PZ2021061603000028问题如下analyst calculatethe excess kurtosis of a stock's returns -0.75. From this information, we conclu ththe stribution of returns is: A.normally stributeB.thin-tailecompareto the normstributionC.fat-tailecompareto the normstributionB is correct. The stribution is thin-tailerelative to the normstribution because the excess kurtosis is less thzero.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
NO.PZ2021061603000028问题如下analyst calculatethe excess kurtosis of a stock's returns -0.75. From this information, we conclu ththe stribution of returns is: A.normally stributeB.thin-tailecompareto the normstributionC.fat-tailecompareto the normstributionB is correct. The stribution is thin-tailerelative to the normstribution because the excess kurtosis is less thzero.如题如题如题如题如题
