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胖婷肥周 · 2024年01月05日

应该选择C吧，老师

  1. CFA I
  2. Quantitative

NO.PZ2015120604000056

问题如下：

Which of the following descriptions about leptokurtic is most appropriate?

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).

这个是问L，尖峰肥尾；它的异常值是要比P（低峰瘦尾）要多的； B的答案是L跟自己比，因为excess K＞0的就是L，两个表达的是一个东西，不存在谁比谁的异常值多； C的答案是指题干的L，要比excesK＜0也就是P（低峰瘦尾）的异常值多，这样的是对的。 所以不是应该选C吗

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1 个答案

品职助教_七七 · 2024年01月06日

嗨，爱思考的PZer你好：


题目问哪个选项对于leptokurtic的描述是正确的。也就是leptokurtic应该是什么。没有对比。

leptokurtic为肥尾（extremely large deviations from the mean）和positive excess kurtosis的分布。 B选项正确，C选项的意思是说leptokurtic是negative excess kurtosis的分布，可直接排除。

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