On the Robustness of Symmetry Tests for Stock Returns

DOI10.2202/1558-3708.1591zbMath1193.91170OpenAlexW1500187872MaRDI QIDQ3574715

Yi-Ting Chen, Chang-Ching Lin

Publication date: 2 July 2010

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1591

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Non-Markovian processes: hypothesis testing (62M07)

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