A test for symmetry with leptokurtic financial data

Journal of Financial Econometrics

Volumn 3, Issue 2, 2005, Pages 169-187

  Premaratne, Gamini ^a   Bera, Anil K ^b  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

Function; Kurtosis; Monte Carlo study; Pearson family of distributions; Rao's score test; skewness

Indexed keywords

EID: 27244446166     PISSN: 14798409     EISSN: 14798417     Source Type: Journal    
DOI: 10.1093/jjfinec/nbi009     Document Type: Article

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