kurtosis
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kurtosis [kər′tō·səs]

(statistics)

The extent to which a frequency distribution is concentrated about the mean or peaked; it is sometimes defined as the ratio of the fourth moment of the distribution to the square of the second moment.

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No references found			Second, the significant statistical property of excess kurtosis provides a cautionary note. The Great Moderation and the relationship between output growth and ... by Fang, Wen-Shwo; Miller, Stephen M. / Southern Economic Journal The first generator produces normally distributed random numbers, and the second generates Student's t-distributed random numbers with excess kurtosis. Which daily price is less noisy? by Ting, Christopher / Financial Management In sum, the BVMT and TUNINDEX weekly and daily returns tend to be characterized by positive skewness, excess kurtosis and departure from normality. Long-range dependence in daily volatility on Tunisian stock market by Bellalah, Mondher; Aloui, Chaker; Abaoub, Ezzeddine / International Journal of Business			excelsior excenter except except gate exception Exception error 12 exception handler exception handling exception report exception reporting exception-item encoding exception-principle system exceptional group exceptional Jordan algebra Exceptional Law Against the Socialists exceptional space excerpt excess excess air excess coefficient excess condemnation excess conduction excess current excess electron excess joint Excess kurtosis excess luggage excess of arc excess profits tax excess reactivity excess-fifty code excess-three code excessive precipitation EXCH Exchange Exchange administrator exchange adsorption exchange anisotropy exchange broadening exchange buffering exchange cable exchange capacity exchange coefficient Exchange Committees exchange control exchange current exchange degeneracy exchange force exchange integral Exchange Interaction exchange line			Excess Cost Adjudication Function Excess Currency Countries Excess Currency Country excess current Excess Defense Article Excess deferral Excess Deferrals excess demand excess demand Excess Demand Probability Excess Disposition System excess electron Excess Emission Excess Emission Report Excess Emissions and Monitoring Systems Performance Report excess fare Excess Flow Valve Excess fluid Excess fluid excess fluid volume excess fluid volume excess fluid volume excess fluid volume excess fluid volume Excess Frequency Factor Excess Information Rate Excess Interest Excess Interest Whole Life Insurance Excess Inventory Program excess joint Excess kurtosis excess land Excess Liability Trust Fund Excess Lifetime Cancer Risk Excess Line Association of New York Excess Loan Excess Loans excess luggage excess luggage excess luggage excess luggage Excess margin Excess Margins Excess Maximum Return Capital Profit excess melanin excess melanin excess melanin Excess Mileage Surcharge excess mortality Excess Net Capital Excess Net Passive Income excess of arc Excess of Loss Excess of Loss Self-Insurance Pool Excess Officer Excess Ordering Authority excess overhang excess overhang excess overhang excess overhang Excess Parachute Payment

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kurtosis (redirected from Excess kurtosis)

kurtosis
(redirected from Excess kurtosis)