Testing the Multivariate Normality of Australian Stock Returns
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DOI: 10.1177/031289629802300201
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Cited by:
- Xin Ling, 2017. "Normality of stock returns with event time clocks," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57, pages 277-298, April.
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Keywords
MULTIVARIATE NORMALITY; GMM; SKEWNESS; KURTOSIS;All these keywords.
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