Kurtosis(redirected from Mesokurtic)
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Related to Mesokurtic: kurtosis, platykurtic
Measures the fatness of the tails of a probability distribution. A fat-tailed distribution has higher-than-normal chances of a big positive or negative realization. Kurtosis should not be confused with skewness, which measures the fatness of one tail. Kurtosis is sometimes referred to as the volatility of volatility.