A negatively skewed distribution is characterized by many small gains and a few extreme losses. Note that kurtosis is a measure of the peakedness of a return distribution.
在negatively skewed distribution中 mean<median<mode,仿佛不符合many small gains and a few extreme losses的说法,怎么理解?
kurtosis is a measure of the peakedness of a return distribution。怎讲? |