Question
3. What are the values of skew and regular kurtosis of the actual historical stock return distribution, respectively? A) Skew <0 ; kurtosis> 3 B)
3. What are the values of skew and regular kurtosis of the actual historical stock return distribution, respectively?
A) Skew <0 ; kurtosis> 3
B) Skew =0 ; Kurtosis <= 3
C) Skew = 0 ; Kurtosis >3
D) Skew >0 ; Kurtosis <= 3
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International Finance Transactions Policy And Regulation
Authors: Hal S. Scott
15th Edition
159941547X, 978-1599415475
