Testing Gaussianity and linearity of Japanese stock returns

DOI10.1023/A:1009692319131MaRDI QIDQ1000435zbMATH OpenOpenAlexFDO

Authors 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

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

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