SimulationKurtosis
RiskAMP Simulation Analysis Functions
Using this function in Excel:
=SimulationKurtosis(Reference Cell)
Function arguments:
| Reference Cell | Cell to use as source |
This function returns the Kurtosis of the reference cell during the simulation.
Kurtosis is the degree of peakedness of a distribution. Perfectly normally-distributed data will have kurtosis of 3.
To derive the excess kurtosis, subtract 3 from the result of this function.