Normality tests and its power against alternative distributions : an empirical analysis on emerging Asian stock index returns
Muneer Shaik
| Year of publication: |
2022
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|---|---|
| Authors: | Shaik, Muneer |
| Published in: |
The journal of prediction markets. - Buckingham : Univ. of Buckingham Press, ISSN 1750-6751, ZDB-ID 2388613-4. - Vol. 16.2022, 1, p. 3-30
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| Subject: | normality tests | power | asia stock market indices | monte carlo simulation | rank | symmetric and asymmetric distributions | Asien | Asia | Aktienindex | Stock index | Monte-Carlo-Simulation | Monte Carlo simulation | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Aktienmarkt | Stock market | Statistischer Test | Statistical test | ARCH-Modell | ARCH model | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5750/jpm.v16i1.1852 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014289671