Greetings,
I am working with an asset pricing problem in finance that involves
using a Student-t estimator of asset returns. I'm interested in testing
the null hypothesis that a time series of returns is distributed
normally. Specifically I am searching for a normality test that makes
use of the skewness and kurtosis of the series. Can someone refer me to
such a test? Or lacking that, is that a recent survey article that
examines the wide range of normality tests?
Thanks,
Mark
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