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General Finance
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General Finance
過剩峭度
Financial services; General Finance
峭度措施一種分佈的尾巴的"的肥"。過剩峭度是指分佈具有比正態分佈的胖尾巴。脂肪的尾巴就意味著有更高比正常概率大積極和消極的返回實現。