New fat-tail normality test based on conditional second moments with applications to finance (Q2062369)
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scientific article; zbMATH DE number 7450896
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| default for all languages | No label defined |
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| English | New fat-tail normality test based on conditional second moments with applications to finance |
scientific article; zbMATH DE number 7450896 |
Statements
New fat-tail normality test based on conditional second moments with applications to finance (English)
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27 December 2021
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20-60-20 rule
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normality test
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fat-tail
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heavy-tail
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non-normality
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stock returns
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0.7520496249198914
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0.7473897933959961
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0.7459369897842407
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0.741817831993103
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0.7366297245025635
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