New fat-tail normality test based on conditional second moments with applications to finance (Q2062369)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New fat-tail normality test based on conditional second moments with applications to finance |
scientific article |
Statements
New fat-tail normality test based on conditional second moments with applications to finance (English)
0 references
27 December 2021
0 references
20-60-20 rule
0 references
normality test
0 references
fat-tail
0 references
heavy-tail
0 references
non-normality
0 references
stock returns
0 references
