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一蒙就对 · 2020年03月03日

问一道题：NO.PZ2015120604000056

  1. CFA I
  2. Quantitative

问题如下：

Which of the following descriptions about  leptokurtic is most approriate?

选项：

A.

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

B.

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

C.

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

解释：

B is correct

Leptokurtic refers to a distribution that is more peaked than a normal distribution with a fatter tail.(i.e. positive excess kurtosis)

老师是不是l开头的尖峰就是positive的，p开头的低峰就是negative的

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2 个答案

星星_品职助教 · 2021年04月17日

@颇具才干的小灰灰

这个问题回复的是kurtosis的情况，你提到的是skewness。这两者需要区别来看。

颇具才干的小灰灰 · 2021年04月17日

谢谢回复

星星_品职助教 · 2020年03月04日

同学你好，

可以这么理解，L开头的就是尖峰，尖峰对应的就是positive excess kurtosis.

颇具才干的小灰灰 · 2021年04月17日

同样的尖峰肥尾的 equity market 不是negative skewness么？ 请问有什么区别么

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