750 4343 14488 098 120 05 0428 0778 1070 1750 4323

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: 2 m3 m4 Skewness Excess Kurtosis 4.5 0.0 0.507 0.000 1.000 1.000 0.000 15.000 0.00 5.0 0.0 0.490 0.000 1.000 1.000 0.000 9.000 0.00 5.5 0.0 0.478 0.000 1.000 1.000 0.000 7.000 0.00 6.0 0.0 0.469 0.000 1.000 1.000 0.000 6.000 0.00 6.5 0.0 0.461 0.000 1.000 1.000 0.000 5.400 0.00 7.0 0.0 0.456 0.000 1.000 1.000 0.000 5.000 0.00 7.5 0.0 0.451 0.000 1.000 1.000 0.000 4.714 0.00 8.0 0.0 0.447 0.000 1.000 1.000 0.000 4.500 0.00 8.5 0.0 0.443 0.000 1.000 1.000 0.000 4.333 0.00 9.0 0.0 0.440 0.000 1.000 1.000 0.000 4.200 0.00 9.5 0.0 0.437 0.000 1.000 1.000 0.000 4.091 0.00 10.0 0.0 0.435 0.000 1.000 1.000 0.000 4.000 0.00 10.5 0.0 0.433 0.000 1.000 1.000 0.000 3.923 0.00 11.0 0.0 0.431 0.000 1.000 1.000 0.000 3.857 0.00 11.5 0.0 0.430 0.000 1.000 1.000 0.000 3.800 0.00 12.0 0.0 0.428 0.000 1.000 1.000 0.000 3.750 0.00 12.5 0.0 0.427 0.000 1.000 1.000 0.000 3.706 0.00 13.0 0.0 0.425 0.000 1.000 1.000 0.000 3.667 0.00 13.5 0.0 0.424 0.000 1.000 1.000 0.000 3.632 0.00 12.00 6.00 4.00 3.00 2.40 2.00 1.71 1.50 1.33 1.20 1.09 1.00 0.92 0.86 0.80 0.75 0.71 0.67 0.63 Skewness as a Function of d2 3.00 2.00 Row 10 Row 22 1.00 Ske wne ss 5.0 -0.9 0.490 -1.323 1.296 3.430 -14.370 111.425 -2.48 0.00 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 13.0 14.0 -1.00 -2.00 -3.00 d2 Excess kurtosis as a Function of d1 30.00 Row 35 25.00 Row 47 20.00 E xce ss Kurtosis d1 d2 C A B m2 m3 m4 Skewness Excess Kurtosis 15.00 10.00 5.00 0.00 4.0 5.0 6.0 7.0 8.0 9.0 d1 10.0 11.0 12.0...
View Full Document

This note was uploaded on 09/13/2013 for the course FINANCE 225 taught by Professor Aureliovasquez during the Winter '13 term at Instituto Tecnológico de Santo Domintgo.

Ask a homework question - tutors are online