Sökning: "jarque bera"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden jarque bera.

  1. 1. An Empirical Study of Students’ Performance at Assessing Normality of Data Through Graphical Methods

    Kandidat-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Noah Leander Aggeborn; Kristian Norgren; [2019]
    Nyckelord :Web survey; Graphical methods; histogram; Q-Q plot; distribution; sample size; formal tests of normality; Shapiro-Wilks; Jarque-Bera; Lilliefors;

    Sammanfattning : 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

  3. 2. En simuleringsstudie på sannolikhet för typ I-fel och styrka hos olika normalitetstest på avrundade data

    Kandidat-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Jakob Gunnarsson; Arvid Wenestam; [2018]
    Nyckelord :Normalitetstest; Monte Carlo; Anderson-Darling; Jarque-Bera; Shapiro-Wilk; skev normalfördelning; styrka; justerad styrka; avrundningskvot; stickprovsstorlek;

    Sammanfattning : 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

  4. 3. The Skewed Perception of the Distribution of Stock Returns

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Mattias Hellstrand; Robin Saliba; [2013]
    Nyckelord :Skewness; Kurtosis; Normal distribution; Stock returns; Stock pricing;

    Sammanfattning : 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

  5. 4. CONTINUOUS TIME PROCESSES IN TIMES OF CRISIS: THE CASE OF GBM AND CEV MODELS

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Jesper Giversen; Mohamed Bendkia; [2011]
    Nyckelord :Geometric Brownian Motion; GBM; Constant Elasticity of Variance; CEV; Continuous Time Processes; Financial Markets; Financial Crisis; Business and Economics;

    Sammanfattning : 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

  7. 5. Investigation of GARCH Models for the Estimation Power and Normality

    Magister-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Ka Wa Ho; Hassan Houmani; [2010]
    Nyckelord :Mathematics and Statistics;

    Sammanfattning : 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