The Role of the Normal Distribution in Financial Markets

DOI10.1007/3-540-27373-5_41zbMATH Open1341.62307OpenAlexW2136392544MaRDI QIDQ3178565FDOQ3178565

Giuseppe Cavaliere, Stefano Iezzi, Michele Costa

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

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Mathematics Subject Classification ID

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

Cites Work

• A Test for Normality of Observations and Regression Residuals
• Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements
• Title not available (Why is that?)
• 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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