| 31. | Accurately estimating correlations requires the modeling process of marginals to incorporate characteristics such as skewness and kurtosis.
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| 32. | The degrees of freedom parameter controls the kurtosis of the distribution and is correlated with the scale parameter.
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| 33. | The reference given prefers to use the " excess kurtosis " the kurtosis less 3.
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| 34. | The reference given prefers to use the " excess kurtosis " the kurtosis less 3.
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| 35. | Empirical asset returns distributions, however, tend to exhibit fat-tails ( kurtosis ) and skew.
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| 36. | The moment generating functions are derived and skewness and kurtosis are obtained from MGF by Muraleedharan and Guedes Soares
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| 37. | The wiki page describes one condition in which kurtosis of a sum is the sum of a kurtosis.
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| 38. | The wiki page describes one condition in which kurtosis of a sum is the sum of a kurtosis.
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| 39. | The null hypothesis is a joint hypothesis of the skewness being zero and the excess kurtosis being zero.
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| 40. | One is that kurtosis measures both the " peakedness " of the distribution and the heaviness of its tail.
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