hassan

9# johnluo721
老实说我不是很理解这个handbook的说法（也想弄清楚）。

至少金程的书是这么说“高峰胖尾”。很多教材也是这么画的图。

比方说啊： PRM  handbook（v2）-Math foundation of risk management p57说

"If the data were normally distributed, the momemt of coefficient of kurtosis would be 3.0; The computed index value is greater than 3, indicating that the return data in question are more peaked than normal distribution and therefore are leptokurtic. ...."

跟你说的相反，跟FRM handbook上说的也相反。