Application, difficulty 2 of 3
Fat tails in fund returns
Calculate the excess kurtosis (, as Excel KURT) of the daily returns growth_fund in asset_returns, to 2 decimal places.
Data: asset_returns · Open in the lab to explore and calculate.
Practice
Practise until it sticks
Choose a topic, a skill or a difficulty. Calculation exercises have new versions with fresh numbers once you have solved them, so you can practise the method rather than memorise an answer.
← Back to the list · from Shape: skewness and kurtosis
Not started