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Investopedia explains 'Mesokurtic'
Kurtosis is a measure of how extreme observations are in a data set. The greater the kurtosis coefficient, the more peaked the distribution around the mean is. Also, this distribution has fatter tails, which means there is an increase tail risk (extreme results).
When a distributions kurtosis coefficient is greater then 3, the distribution is leptokurtic, and when it’s less then 3, its platykurtic.
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