I am working on computing some summary statistics for a bank that nearly failed during the 2008 crisis. The time series I have is the stock price and returns for this particular bank, spanning 9 years. However, for a period of 5 months in my time series, I have the same daily stock price (the bank had its shares suspended from trading).
I am computing some summary statistics on the returns of this particular bank, and I obtained a very high Kurtosis of 374 (I expected a high Kurtosis, but not that high). As such, how high can a Kurtosis value be? And if I keep the 374, does it make my computations seem dodgy?
Sorry for this very trivial question, but I am quite interested to know whether it is too high for a bank that nearly failed.
