Testing Gaussianity and linearity of Japanese stock returns

DOI10.1023/A:1009692319131zbMath1153.91806OpenAlexW129211181MaRDI QIDQ1000435

Nobuhiko Terui, Takeaki Kariya

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009692319131

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

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