Exercise 3.6 For a data set of n = 506 observations, one finds that the estimation of
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Exercise 3.6 For a data set of n = 506 observations, one finds that the estimation of the skewness is −0.15 and the estimation of the kurtosis is 3.4. Test the normality hypothesis using the Jarque-Berra test and its revisited version. Find the Pvalues of both statistics.
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Statistical Methods For Financial Engineering
ISBN: 9781032477497
1st Edition
Authors: Bruno Remillard
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