On the Robustness of Symmetry Tests for Stock Returns
Year of publication: |
2008
|
---|---|
Authors: | Chen, Yi-Ting ; Lin, Chang-Ching |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 12.2008, 2, p. 1591-1591
|
Publisher: |
Berkeley Electronic Press |
Subject: | augmented distribution | HAC method | KVB-KL(Kiefer-Vogelsang-Bunzel-Kuan-Lee) method | skewness | symmetry |
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