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Quantitative Methods - Kurtosis

Kursangebot | Quantitative Methods | Kurtosis

Quantitative Methods

Kurtosis

Inhaltsverzeichnis

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{*LOSnr22*}
Define and interpret skewness. Explain the meaning of a positively or negatively skewed return distribution. Describe the relative locations of the mean, median, and mode for a non-symmetrical distribution.

Kurtosis tells us something about the peakedness of a distribution; namely whether it is

  • more peaked than a normal distribution, i.e.

    • leptokurtic;

  • less peaked than a normal distribution, i.e.

    • platykurtic; or

  • peaked equally with a normal distribution, i.e.

    • mesokurtic.

image

Now we are talking about kurtosis in return distributions:

Video: Kurtosis