Semi-moments based tests of normality and the evolution of stock returns towards normality.
Authors: | Desmoulins-Lebeault, François |
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Institutions: | Université Paris-Dauphine |
Subject: | Stock returns | Volatility (finance) | Gaussian |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 3 pages long |
Classification: | B23 - Econometrics; Quantitative Studies ; O12 - Microeconomic Analyses of Economic Development ; G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: |
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Semi-moments based tests of normality and the evolution of stock returns towards normality
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