- 歪斜分布(Skewed Distribution)、尖峰分布(Kurtosis Distribution)、多模式分布(Multi-Mode Distribution)、非正态分布的处理; - 描述性统计(Basic Statistics);
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The term -3 is added in order to ensure that the normal distribution has zero kurtosis.
其中的- 3是为了确保正态分布的峰度为零。
Particularly, parameters of model can be chosen to match empirically estimated mean, variance, skewness, and kurtosis of the stock return distribution. The model thus has the potential to produce…
特别地,模型的系数可选择得与股票收益分布的实际估计评均值、方差、挠度和峭度相匹配,因而就可能产生出与实际观测的股票收益分布较为一致的期权价格。
In the security market, return-loss distribution exist the severe phenomenon of excess kurtosis and heavy tail;
证券市场上收益率分布存在严重的偏峰厚尾现象;
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