Skewness and Kurtosis in Returns Distributions

LOS j. Explain skewness and the meaning of a positively or negatively skewed return distribution.

LOS k. Describe the relative locations of the mean, median, and mode for a unimodal, nonsymmetrical distribution.

LOS l. Explain measures of sample skewness and kurtosis.

Terms covered: Normal distribution, Skewed distribution, Skewness, Kurtosis, Platykurtic distribution, Mesokurtic distribution, Leptokurtic distribution, Sample kurtosis, Excess kurtosis

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