An analyst stated that as degrees of freedom increase, a t-distribution will become more peaked and the
Question:
Becoming more peaked? Tails becoming less fat?
A. No.......................................Yes
B. Yes.......................................No
C. Yes......................................Yes
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Quantitative Investment Analysis
ISBN: 978-1119104223
3rd edition
Authors: Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle
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