leptokurtosis 中文意思是什麼
leptokurtosis
解釋
尖峰態-
In the empirical analysis, pp plot or other test methods show that logarithmic return time series of financial assets have leptokurtosis and heteroskedasticity
在實證研究中，利用pp圖和其它檢驗方法得到金融資產的對數收益時間序列有高峰厚尾和arch效應。 -
The normal, srudent ' s t and stable paretian distributions with their characteristics are firstly introduced. research indicates that student ' s t and stable paretain distributions have the characteristics of leptokurtosis
本文首先介紹了正態分佈、 t分佈、穩定分佈及其性質，研究表明t分佈和穩定分佈有高峰厚尾特徵。
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