DISTRIBUTION OF SHARE AND BOND PRICES – AN ANALYSIS WITH THE KOLMOGOROV-SMIRNOV AND JARQUE BERA TEST VIA MS EXCEL AT THE EXAMPLE OF THE GERMAN REXP AND DAX
DISTRIBUTION OF SHARE AND BOND PRICES – AN ANALYSIS WITH THE KOLMOGOROV-SMIRNOV AND JARQUE BERA TEST VIA MS EXCEL AT THE EXAMPLE OF THE GERMAN REXP AND DAX

Author(s): Svend Reuse
Subject(s): Methodology and research technology, Financial Markets
Published by: Masarykova univerzita nakladatelství
Keywords: Normal distribution; Kolmogorov-Smirnov; Jarque Bera; DAX; RexP;
Summary/Abstract: Yields of market price assets as shares or bonds are often treated as normal distributed. But do these yields really follow the normal distribution? This article answers this question by applying the Kolmogorov-Smirnov and Jarque Bera test onto DAX and RexP yields since 1967.

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