Translation of "kurtosis" to Russian

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Dictionary translations for "kurtosis"

kurtosis noun

pl. kurtosises

эксцесс м.р. (statistics)

3) Certain cash instruments have unusually high kurtosis, but their corresponding option prices consistently underprice such tail risks.

3) Некоторые денежные инструменты имеют необычно высокий эксцесс, но их соответствующие опционы недооценивают их сильный хвостовой риск.

Phrases with "kurtosis" (1)

normal kurtosis - нормальный эксцесс

Contexts with "kurtosis"

3) Certain cash instruments have unusually high kurtosis, but their corresponding option prices consistently underprice such tail risks. 3) Некоторые денежные инструменты имеют необычно высокий эксцесс, но их соответствующие опционы недооценивают их сильный хвостовой риск.

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