frm handbook 6th P32页是不是错了？

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

第二个图描述峰态，K小于3为薄尾，大于3为厚尾。。。。。说错了吧，好像正好相反啊

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏2 回帖

关键词：handbook Book Hand FRM SOSO

the book is correct

精神可嘉,认真

高峰值 (k>3) 对应厚尾啊。。

phill 发表于 2012-2-20 18:51
the book is correct

http://baike.baidu.com/view/634985.htm
百科上说，K大于3，比正态分布陡，反之则平坦。。。书上K大于3的时候明显比正态分布扁啊。。

Normal-distributed returns have a kurtosis of 3, irrespective their mean or standard deviation. Distributions with kurtosis of 3 are said to be mesokurtic. If a distribution’s kurtosis is greater than 3, it is said to be leptokurtic. If its kurtosis is less than 3, it is said to be platykurtic. Leptokurtosis is often associated with distributions that are simultaneously “peaked” and have “fat tails.” Platykurtosis is often associated with distributions that are simultaneously "less peaked" and have "thinner tails".

k>3是高峰态的，所谓高峰态指的是尾部比正态分布要高，所以是厚尾，你就这样记住吧~

nazisang 发表于 2012-2-21 16:53
k>3是高峰态的，所谓高峰态指的是尾部比正态分布要高，所以是厚尾，你就这样记住吧~

好的，非常感谢！

尖峰肥尾共生。书不在手边，不过我是记得有一个图是错的

这个问题我也发现了，并且还在纠结