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negatively skewed distribution...

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?

negatively skewed distribution指的是在左侧有大的损失,mean<median<mode的话是可以证明的

kurtosis is a measure of the peakedness of a return distribution。

kurtosis 是用来衡量尖峰的程度,与正态分布进行比较的,是变量的四阶矩,你看一下其定义。

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