MULTIPLE TESTING OF SIGN SYMMETRY FOR STOCK RETURN DISTRIBUTIONS

DOI10.1142/S0219024916500497zbMath1396.62243OpenAlexW2534427834MaRDI QIDQ2953309

Petr A. Koldanov, Nina Lozgacheva

Publication date: 4 January 2017

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024916500497

zbMATH Keywords

distribution free testsmultiple hypotheses testingelliptical modelproperties of symmetrystock returns distribution

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10) Paired and multiple comparisons; multiple testing (62J15)

Uses Software

• multcomp

Cites Work

• Elliptically Contoured Models in Statistics and Portfolio Theory
• THE JOINT DISTRIBUTION OF STOCK RETURNS IS NOT ELLIPTICAL
• Testing Statistical Hypotheses
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