{"id":31471,"date":"2023-12-07T10:40:17","date_gmt":"2023-12-07T10:40:17","guid":{"rendered":"https:\/\/masterskills.org\/blog\/phan-phoi-leptokurtic-leptokurtic-distribution-la-gi-gia-tri-rui-ro-uoc-tinh.html"},"modified":"2023-12-23T08:10:59","modified_gmt":"2023-12-23T01:10:59","slug":"phan-phoi-leptokurtic-leptokurtic-distribution-la-gi-gia-tri-rui-ro-uoc-tinh","status":"publish","type":"post","link":"https:\/\/masterskills.org\/blog\/phan-phoi-leptokurtic-leptokurtic-distribution-la-gi-gia-tri-rui-ro-uoc-tinh.html","title":{"rendered":"Ph\u00e2n ph\u00f4\u0301i Leptokurtic (Leptokurtic Distribution) l\u00e0 g\u00ec? Gi\u00e1 tr\u1ecb ru\u0309i ro \u01b0\u01a1\u0301c ti\u0301nh"},"content":{"rendered":"
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Hi\u0300nh minh ho\u0323a. Ngu\u00f4\u0300n: Slideplayer.com<\/i><\/p>\n<\/div>\n<\/div>\n

Ph\u00e2n ph\u00f4\u0301i Leptokurtic<\/font><\/h2>\n

Kha\u0301i ni\u00ea\u0323m<\/b><\/p>\n

Ph\u00e2n ph\u00f4\u0301i Leptokurtic<\/b> trong ti\u00ea\u0301ng Anh la\u0300 Leptokurtic Distribution<\/b>.<\/p>\n

Ph\u00e2n ph\u1ed1i Leptokurtic<\/b> l\u00e0 m\u1ed9t da\u0323ng ph\u00e2n ph\u1ed1i trong th\u1ed1ng k\u00ea v\u1edbi \u0111\u1ed9 nho\u0323n l\u01a1\u0301n h\u01a1n ba. \u0110\u00e2y l\u00e0 m\u1ed9t trong ba lo\u1ea1i ph\u00e2n ph\u00f4\u0301i ch\u00ednh trong ph\u00e2n t\u00edch \u0111\u1ed9<\/span> nho\u0323n. Hai ph\u00e2n ph\u00f4\u0301i kh\u00e1c c\u1ee7a n\u00f3 l\u00e0 ph\u00e2n ph\u00f4\u0301i Mesokurtic v\u00e0 ph\u00e2n ph\u00f4\u0301i Platykurtic.<\/p>\n

T\u00ecm hi\u1ec3u v\u1ec1 ph\u00e2n ph\u00f4\u0301i Leptokurtic<\/font><\/h3>\n

Ph\u00e2n ph\u1ed1i Leptokurtic<\/b> l\u00e0 ph\u00e2n ph\u1ed1i v\u1edbi \u0111\u1ed9 nho\u0323n l\u1edbn h\u01a1n ph\u00e2n ph\u1ed1i b\u00ecnh th\u01b0\u1eddng (ph\u00e2n ph\u00f4\u0301i chu\u00e2\u0309n). M\u1ed9t ph\u00e2n ph\u1ed1i chu\u00e2\u0309n c\u00f3 \u0111\u1ed9 nho\u0323n b\u0103\u0300ng ba. Do \u0111\u00f3, m\u1ed9t ph\u00e2n ph\u1ed1i c\u00f3 \u0111\u1ed9<\/span> nho\u0323n l\u1edbn h\u01a1n ba s\u1ebd \u0111\u01b0\u1ee3c coi l\u00e0 ph\u00e2n ph\u1ed1i Leptokurtic.<\/p>\n

N\u00f3i chung, ph\u00e2n ph\u1ed1i leptokurtic c\u00f3 \u0111u\u00f4i n\u1eb7ng h\u01a1n hay\u00a0c\u00e1c gi\u00e1 tr\u1ecb ngo\u1ea1i lai cu\u0309a no\u0301 co\u0301 x\u00e1c su\u1ea5t cao h\u01a1n khi so s\u00e1nh v\u1edbi\u00a0gi\u00e1 tr\u1ecb ngo\u1ea1i lai cu\u0309a ph\u00e2n ph\u1ed1i Mesokurtic ho\u1eb7c Platykurtic.<\/p>\n

Khi ph\u00e2n t\u00edch l\u1ee3i nhu\u1eadn trong qua\u0301 kh\u01b0\u0301, \u0111\u1ed9<\/span> nho\u0323n c\u00f3 th\u1ec3 gi\u00fap nh\u00e0 \u0111\u1ea7u t\u01b0 \u0111\u00e1nh gi\u00e1 m\u1ee9c \u0111\u1ed9 r\u1ee7i ro c\u1ee7a t\u00e0i s\u1ea3n. Ph\u00e2n ph\u1ed1i Leptokurtic giu\u0301p cho ca\u0301c nh\u00e0 \u0111\u1ea7u t\u01b0 c\u00f3 th\u1ec3 xem xe\u0301t c\u00e1c bi\u1ebfn \u0111\u1ed9ng r\u1ed9ng h\u01a1n (v\u00ed d\u1ee5 nh\u01b0 ba ho\u1eb7c h\u01a1n \u0111\u1ed9 l\u1ec7ch chu\u1ea9n so v\u1edbi gi\u00e1 tr\u1ecb trung b\u00ecnh) d\u1eabn \u0111\u1ebfn co\u0301 c\u01a1 h\u00f4\u0323i nhi\u00ea\u0300u h\u01a1n cho ti\u0309 su\u00e2\u0301t l\u1ee3i nhu\u1eadn c\u1ef1c th\u1ea5p ho\u1eb7c c\u01b0\u0323c cao.<\/p>\n

Ph\u00e2n ph\u00f4\u0301i Leptokurtosis v\u00e0 gi\u00e1 tr\u1ecb ru\u0309i ro \u01b0\u01a1\u0301c ti\u0301nh<\/font><\/h3>\n

Ph\u00e2n ph\u1ed1i Leptokurtic<\/b> c\u00f3 th\u1ec3 xu\u00e2\u0301t hi\u00ea\u0323n khi ph\u00e2n t\u00edch x\u00e1c su\u1ea5t\u00a0ca\u0301c gi\u00e1 tr\u1ecb c\u00f3 r\u1ee7i ro (VaR)<\/b>. M\u1ed9t gia\u0301 tri\u0323 VaR co\u0301 ph\u00e2n ph\u1ed1i chu\u00e2\u0309n c\u00f3 th\u1ec3 mang l\u1ea1i k\u1ebft qu\u1ea3\u00a0k\u1ef3 v\u1ecdng cao h\u01a1n v\u00ec n\u00f3 \u0111\u1ed9<\/span> nho\u0323n t\u1ed1i \u0111a b\u0103\u0300ng ba. N\u00f3i chung, \u0111\u1ed9<\/span> nho\u0323n ca\u0300ng th\u00e2\u0301p v\u00e0 \u0111\u1ed9<\/span> tin c\u00e2\u0323y c\u00e0ng cao, ph\u00e2n ph\u1ed1i ca\u0301c gia\u0301 tri\u0323 co\u0301 r\u1ee7i ro (VaR) c\u00e0ng \u0111\u00e1ng tin c\u1eady v\u00e0 an to\u00e0n h\u01a1n.<\/p>\n

Ph\u00e2n ph\u1ed1i Leptokurtic \u0111\u01b0\u1ee3c bi\u1ebft \u0111\u1ebfn do co\u0301 \u0111\u1ed9<\/span> nho\u0323n l\u01a1\u0301n h\u01a1n ba. \u0110i\u1ec1u n\u00e0y th\u01b0\u1eddng l\u00e0m gi\u1ea3m \u0111\u1ed9 tin c\u1eady trong nh\u01b0\u0303ng \u0111\u1ed9<\/span> nho\u0323n d\u01b0 th\u1eeba, la\u0300m cho \u0111\u1ed9 \u00f4\u0309n \u0111i\u0323nh cu\u0309a ph\u00e2n ph\u00f4\u0301i th\u1ea5p h\u01a1n. Ph\u00e2n ph\u1ed1i Leptokurtic c\u0169ng c\u00f3 th\u1ec3 cho th\u1ea5y gi\u00e1 tr\u1ecb r\u1ee7i ro cao h\u01a1n \u1edf \u0111u\u00f4i b\u00ean tr\u00e1i do s\u00f4\u0301 l\u01b0\u1ee3ng ca\u0301c gi\u00e1 tr\u1ecb l\u1edbn h\u01a1n d\u01b0\u1edbi \u0111\u01b0\u1eddng cong trong c\u00e1c t\u00ecnh hu\u1ed1ng x\u1ea5u nh\u1ea5t. Ca\u0301c l\u1ee3i nhu\u1eadn \u00e2m co\u0301 x\u00e1c su\u1ea5t cao h\u01a1n (\u1edf ph\u00eda b\u00ean tr\u00e1i) xa gi\u00e1 tr\u1ecb trung b\u00ecnh c\u1ee7a ph\u00e2n ph\u1ed1i d\u1eabn \u0111\u1ebfn gi\u00e1 tr\u1ecb r\u1ee7i ro cao h\u01a1n.<\/p>\n

Ph\u00e2n ph\u00f4\u0301i Leptokurtosis, Mesokurtosis v\u00e0 Platykurtosis<\/font><\/h3>\n

Trong khi Ph\u00e2n ph\u00f4\u0301i Leptokurtosis<\/b> quan t\u00e2m \u0111\u00ea\u0301n ca\u0301c \u0111i\u00ea\u0309m ngo\u1ea1i lai nhi\u00ea\u0300u h\u01a1n, Mesokurtosis v\u00e0 Platykurtosis \u00edt xem xe\u0301t ca\u0301c \u0111i\u00ea\u0309m ngoa\u0323i lai h\u01a1n. Ph\u00e2n ph\u1ed1i Mesokurtic c\u00f3 kurtosis g\u1ea7n 3, c\u00f3 ngh\u0129a l\u00e0 ti\u0301nh ch\u00e2\u0301t ngo\u1ea1i lai c\u1ee7a ph\u00e2n ph\u00f4\u0301i na\u0300y t\u01b0\u01a1ng t\u1ef1 nh\u01b0 ph\u00e2n ph\u1ed1i chu\u00e2\u0309n. Ph\u00e2n ph\u1ed1i Platykurtic c\u00f3 \u0111\u1ed9<\/span> nho\u0323n nh\u1ecf h\u01a1n 3, do \u0111\u00f3 co\u0301 ca\u0301c bi\u1ec3u hi\u1ec7n cu\u0309a \u0111\u1ed9<\/span> nho\u0323n \u00edt h\u01a1n so v\u1edbi ph\u00e2n ph\u1ed1i chu\u00e2\u0309n.<\/p>\n

(Theo Investopedia<\/i>)<\/p>\n<\/p><\/div>\n","protected":false},"excerpt":{"rendered":"

\n Ph\u00e2n ph\u1ed1i Leptokurtic (ti\u1ebfng Anh: Leptokurtic Distribution) l\u00e0 m\u00f4\u0323t da\u0323ng ph\u00e2n ph\u1ed1i trong th\u1ed1ng k\u00ea co\u0301 \u0111\u1ed9 nho\u0323n l\u01a1\u0301n h\u01a1n ba. Ph\u00e2n ph\u00f4\u0301i chu\u00e2\u0309n co\u0301 \u0111\u00f4\u0323 nho\u0323n b\u0103\u0300ng ba.\n <\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[417],"tags":[],"_links":{"self":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/31471"}],"collection":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/comments?post=31471"}],"version-history":[{"count":0,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/31471\/revisions"}],"wp:attachment":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/media?parent=31471"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/categories?post=31471"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/tags?post=31471"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}