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冯超逸 · 2022年03月20日

感觉A和B都正确。 请问下老师A的错误是在哪里？

  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).

感觉A和B都正确。 请问下老师A的错误是在哪里？

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1 个答案

星星_品职助教 · 2022年03月21日

同学你好，

A选项错在，有extremely large deviations不一定就是positive skewed，也有可能是negative skewed。

但无论是哪边，都会导致positive excess kurtosis。所以B选项的描述是正确的。

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