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Helen 🎈 · 2023年06月16日

那negative excess kurtosis 就是platykurtosis吗？

  1. CFA I
  2. Quantitative

NO.PZ2015120604000056

问题如下：

Which of the following descriptions about leptokurtic is most approriate?

选项：

A.

A distribution of returns that has extremely large deviations from the mean is positively skewed.

B.

A distribution of returns that has extremely large deviations from the mean has positive excess kurtosis.

C.

A distribution of returns that has extremely large deviations from the mean has negative excess kurtosis.

解释：

B is correct

Leptokurtic refers to a distribution that has a fatter tail than a normal distribution(i.e.positive excess kurtosis).

谢谢。。。。。。。。。。。

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1 个答案

星星_品职助教 · 2023年06月16日

同学你好，

如下，

negative excess kurtosis对应platykurtic（thin-talied）

positive excess kurtosis对应leptokurtic（fat-tailed））


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