NONNORMALITIES AND TESTS OF ASSET PRICING THEORIES

[1] Anderson T., 1984, INTRO MULTIVARIATE S

[2] Arrow K., 1960, CONTRIBUTIONS PROBAB

[3] Bachelier L, 1964, RANDOM CHARACTER STO

[4] Blume M. E., 1968, THESIS U CHICAGO

[5] A GENERAL DISTRIBUTION FOR DESCRIBING SECURITY PRICE RETURNS [J]. JOURNAL OF BUSINESS, 1987, 60 (03) : 401 - 424

[6] OMNIBUS TEST CONTOURS FOR DEPARTURES FROM NORMALITY BASED ON SQUARE-ROOT B1 AND B2 [J]. BIOMETRIKA, 1975, 62 (02) : 243 - 250

[7] BOWMAN KO, 1986, GOODNESS FIT TECHNIQ

[8] BURGSTAHLER D, 1987, ACCOUNT REV, V62, P203

[9] SUBORDINATED STOCHASTIC-PROCESS MODEL WITH FINITE VARIANCE FOR SPECULATIVE PRICES [J]. ECONOMETRICA, 1973, 41 (01) : 135 - 155

[10] TESTS FOR DEPARTURE FROM NORMALITY - EMPIRICAL RESULTS FOR DISTRIBUTIONS OF B2 AND SQUARE ROOT B1 [J]. BIOMETRIKA, 1973, 60 (03) : 613 - 622

[1] Anderson T., 1984, INTRO MULTIVARIATE S

[2] Arrow K., 1960, CONTRIBUTIONS PROBAB

[3] Bachelier L, 1964, RANDOM CHARACTER STO

[4] Blume M. E., 1968, THESIS U CHICAGO

[5] A GENERAL DISTRIBUTION FOR DESCRIBING SECURITY PRICE RETURNS [J]. JOURNAL OF BUSINESS, 1987, 60 (03) : 401 - 424

[6] OMNIBUS TEST CONTOURS FOR DEPARTURES FROM NORMALITY BASED ON SQUARE-ROOT B1 AND B2 [J]. BIOMETRIKA, 1975, 62 (02) : 243 - 250

[7] BOWMAN KO, 1986, GOODNESS FIT TECHNIQ

[8] BURGSTAHLER D, 1987, ACCOUNT REV, V62, P203

[9] SUBORDINATED STOCHASTIC-PROCESS MODEL WITH FINITE VARIANCE FOR SPECULATIVE PRICES [J]. ECONOMETRICA, 1973, 41 (01) : 135 - 155

[10] TESTS FOR DEPARTURE FROM NORMALITY - EMPIRICAL RESULTS FOR DISTRIBUTIONS OF B2 AND SQUARE ROOT B1 [J]. BIOMETRIKA, 1973, 60 (03) : 613 - 622