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A test for symmetry with leptokurtic financial data

Premaratne, Gamini; Bera, Anil K. - In: Journal of financial econometrics : official journal of … 3 (2005) 2, pp. 169-187

Persistent link: https://www.econbiz.de/10002810989

Adjusting the tests for skewness and kurtosis for distributional misspecifications

Bera, Anil K.; Premaratne, Gamini - 2001

Persistent link: https://www.econbiz.de/10001605713

A test for asymmetry with leptokurtic financial data

Premaratne, Gamini; Bera, Anil K. - 2001

Persistent link: https://www.econbiz.de/10001605724

Modeling asymmetry and excess kurtosis in stock return data

Premaratne, Gamini; Bera, Anil K. - 2001 - Rev.

Persistent link: https://www.econbiz.de/10001605760

Modeling asymmetry and excess kurtosis in stock return data

Premaratne, Gamini; Bera, Anil K. - 2000

Persistent link: https://www.econbiz.de/10001534272

Adjusting the Tests for Skewness and Kurtosis for Distributional Misspecifications

Bera, Anil K.; Premaratne, Gamini - 2002

The standard root-b1 test is widely used for testing skewness. However, several studies have demonstrated that this test is not reliable for discriminating between symmetric and asymmetric distributions in the presence of excess kurtosis. The main reason for the failure of the standard root-b1...

Persistent link: https://www.econbiz.de/10014119176