Tag Archives: kurtosis

Climate Statistics

httpness: (studying statistics) Can there be a different standard deviation up and down? isomorphisms: Yes. it’s called a semideviation. (Or a quasinorm.) There are a lot of people who argue that semideviations and quasinorms are more natural than standard deviation … Continue reading

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In this paper an exhaustive characterization of financial markets was given. Dependence: Autocorrelation in returns if largely insignificant. (Exceptions being at the tick level and annual returns.) Distribution: Approximately symmetric, increasingly positive kurtosis as the time interval decreases and a … Continue reading

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