Essays about: "Jarque-Bera"
Found 4 essays containing the word Jarque-Bera.
-
1. An Empirical Study of Students’ Performance at Assessing Normality of Data Through Graphical Methods
University essay from Uppsala universitet/Statistiska institutionenAbstract : When applying statistical methods for analyzing data, with normality as an assumption there are different procedures of determining if a sample is drawn from a normally distributed population. Because normality is such a central assumption, the reliability of the procedures is of most importance. READ MORE
-
2. The Skewed Perception of the Distribution of Stock Returns
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This thesis investigates the sensibility of the often used simplifications of how stock returns behave in financial models by studying Swedish stock returns using data from 1979 to 2012. The data is tested for normality by using Jarque-Bera test in several steps and exogenous factors are examined for significant impact on the skewness and kurtosis of the stock returns using a non-parametric test developed for this particular purpose. READ MORE
-
3. CONTINUOUS TIME PROCESSES IN TIMES OF CRISIS: THE CASE OF GBM AND CEV MODELS
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This research aims at studying continuous time models within different stock market environments. We assume that the modeling of continuous time processes may be altered whether an equity market is experiencing a crisis or a pre-crisis period. READ MORE
-
4. Investigation of GARCH Models for the Estimation Power and Normality
University essay from Lunds universitet/Statistiska institutionenAbstract : The aims of the thesis are to investigate the estimation power and the normality of standardized residuals for Generalized autoregressive conditional heteroscedasticity models (GARCH). We facilitate the analysis by only dealing with GARCH(1, 1) models. READ MORE
