问题如下图：这道题目中，excess kurtosis 等于0，不是说明是正态分布吗？怎么会有fat tail?
选项：
A. 
B. 
C. 
解释：
NO.PZ2018062016000056 问题如下 Given the table above, whiof the following statements is least accurate regarng to the skewness of Sto A.The return stribution ha few extreme gains. B.The return stribution ha few extreme losses. C.The mereturn is larger thits mean. B is correct. The skewness of StoC is positive,whishows right ftails. A positive skewestribution hfrequent small losses ana few extreme gains.题干是选最不正确least accurate的，所以选 所以A的说法是错的，B的说法是对的，选不正确的，应该选A吧
NO.PZ2018062016000056 问题如下 Given the table above, whiof the following statements is least accurate regarng to the skewness of Sto A.The return stribution ha few extreme gains. B.The return stribution ha few extreme losses. C.The mereturn is larger thits mean. B is correct. The skewness of StoC is positive,whishows right ftails. A positive skewestribution hfrequent small losses ana few extreme gains. 判断是right skew 。那么C也是错的啊 Mean应该更大
NO.PZ2018062016000056 Skewness > 0 causes mo < me< meSo mereturn larger thits mean, why isn't correct?
NO.PZ2018062016000056 EXCESS KURTOSIS =0不是正态分布么
NO.PZ2018062016000056 The return stribution ha few extreme losses. The mereturn is larger thits mean. B is correct. The skewness of StoC is positive,whishows right ftails. A positive skewestribution hfrequent small losses ana few extreme gains. 这个题目和答案 是不是还是不对应啊？stoc的skewness大于0，不就是positive skewe？那么 不应该是 a few extreme gains吗？选A，为啥给的答案是B呢？
