Sökning: "Jarque-Bera"
Visar resultat 1 - 5 av 6 uppsatser innehållade ordet Jarque-Bera.
1. An Empirical Study of Students’ Performance at Assessing Normality of Data Through Graphical Methods
Kandidat-uppsats, Uppsala universitet/Statistiska institutionenSammanfattning : 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. LÄS MER
2. En simuleringsstudie på sannolikhet för typ I-fel och styrka hos olika normalitetstest på avrundade data
Kandidat-uppsats, Uppsala universitet/Statistiska institutionenSammanfattning : When data is collected sample size and precision in measurements are often limited. In what sense this impacts the size, unadjusted and adjusted power of different normality tests is a relatively unexplored field. LÄS MER
3. The Skewed Perception of the Distribution of Stock Returns
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : 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. LÄS MER
4. CONTINUOUS TIME PROCESSES IN TIMES OF CRISIS: THE CASE OF GBM AND CEV MODELS
Master-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : 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. LÄS MER
5. Investigation of GARCH Models for the Estimation Power and Normality
Magister-uppsats, Lunds universitet/Statistiska institutionenSammanfattning : 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. LÄS MER