Q-Q Plot 與 Jarque-Bera — 你的報酬是常態嗎?
This tutorial is coming soon — stay tuned!
股票報酬常常偏離常態:厚尾 + 左偏。用 Q-Q Plot 與 Jarque-Bera 檢定實證驗證,理解為何本站 VaR/CVaR 採歷史模擬法。
This tutorial is coming soon — stay tuned!
Done reading? Try it hands-on
Practice with CTSstock tools to deepen your understanding