The Role of the Normal Distribution in Financial Markets
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Publisher
Springer-Verlag
Link
http://link.springer.com/content/pdf/10.1007/3-540-27373-5_41.pdf
Reference13 articles.
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3. DUFOUR, J. M., KHALAF, L. and BEAULIEU, M. C. (2003): Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models. CIRANO Working Papers n. 33, Montreal.
4. FAMA, E. (1965): The Behavior of Stock Market Prices. Journal of Business, 38, 34–105.
5. JARQUE, C. M. and BERA, A. K. (1987): A Test for Normality of Observations and Regression Residuals. International Statistical Review, 55, 163–172.
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