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FRM quant
常用度量 moments: 一阶期望 Expectation 二阶方差 variance, 标准差 standard deviation 偏度 Skweness 峰度 Kurtosis, Leptokurtic 尖峰(在方差不变的条件下相应的fat tail), Platykurtic 低峰 其
Posted byMegaBillow Tuesday, October 12, 2021
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