The Role of the Normal Distribution in Financial Markets

DOI10.1007/3-540-27373-5_41MaRDI QIDQ3178565zbMATH OpenOpenAlexFDO

Authors Michele Costa, Giuseppe Cavaliere, Stefano Iezzi

Publication date 14 July 2016

Published in Studies in Classification, Data Analysis, and Knowledge Organization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/3-540-27373-5_41

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

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Cites work

• scientific article; zbMATH DE number 1250597 (Why is no real title available?)
• A Test for Normality of Observations and Regression Residuals
• Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements
• The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach

Cited in

(1)

• An empirical power comparison of univariate goodness-of-fit tests for normality

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