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Kurtosis
(redirected from kurtoses)

    Also found in: Dictionary/thesaurus, Medical, Encyclopedia, Wikipedia 0.01 sec.
Kurtosis
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.


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