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

Download Slides

Exclusive offer for Udemy students!
L1 Premium Membership at 60% off! Check it out!

 

Formulas, definitions, diagrams at your fingertips

Now available for Quant, FRA, Derivatives, Fixed Income, Alternative Investments and Equity Investments! Try it now!
Enter a search term (e.g. ‘mean’), or bookmark the glossary page!

Search: