mini
2019-09-03 16:44A risk analyst notices that the distribution he is assessing has a large number of observations in the right tail which are mostly unexpected and a small number of observations in the left tail, many of which are also unexpected. Which of the following statistical measures would help the analyst identify the distribution’s characteristics? I.Variance of weekly price changes II.Kurtosis of weekly price changes A I only B II only C Both I and II D Neither I nor II 平均正確率：54.4% 正確答案：B你的答案：C 解析 The distribution is skewed and leptokurtic. To measure the magnitude of these skewed tails, the analyst needs to consider both the skewness and kurtosis.
所屬：FRM Part I 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個(gè)回答
Crystal助教
2019-09-03 17:43
該回答已被題主采納
這個(gè)題目是這樣的，整個(gè)題干都是在描述這個(gè)未知分布的偏度和峰度的問題，那么就意味著前面的均值和方差都已經(jīng)知道了才會(huì)研究跟高階矩。
0
0
0
0
