Meaning EXCESS KURTOSIS: Kurtosis measures the "fatness" of the tails of a distribution. Excess kurtosis means that distribution has fatter tails than a normal distribution. Fat tails means there is a higher than normal probability of big positive and negative returns realizations
More terms such as Excess kurtosis in Dictionary E.
- Definition Ex-All:
- Examples The sale of a security without the privileges associated with the security such as dividends, voting rights, or warrants excess kurtosis definition.
- Definition Equilibrium Rate Of Interest:
- Examples The interest rate that clears the market. Also called the trade-clearing interest rate excess kurtosis explain.
- Definition Extendable Bond:
- Examples Bond whose maturity can be extended at the option of the lender or issuer excess kurtosis what is.
- Definition Extra Or Special Dividends:
- Examples A dividend that is paid in addition to a firm's established or expected quarterly dividend excess kurtosis meaning.
- Definition Euro-Note:
- Examples Short- to medium-term debt instrument sold in the Eurocurrency market excess kurtosis abbreviation.
