NO.PZ2022071202000022
问题如下:
QuestionEquity return distributions are best described as being:选项:
A.leptokurtic.
B.platykurtic.
C.mesokurtic.
解释:
SolutionA is correct. Most equity return distributions are best described as being leptokurtic (i.e., more peaked than normal).
B is incorrect. Most equity return series have been found to be leptokurtic.
C is incorrect. Most equity return series have been found to be leptokurtic.
讲义里没有写,请问老师这是常识要记住嘛?