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cichengduoji · 2019年03月16日

问一道题:NO.PZ201809170400000508 第8小题

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解释:


请问一下,如何区分skewness from drawdown?

谢谢您!

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企鹅_品职助教 · 2019年03月17日

sknewness描述的是distribution的不对称性,是左偏还是右偏。

drawdown指的是相比最高点的下跌幅度。

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