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An Investigation into non-normality of stock returns

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Figure

Table 2: Skewness of the daily returns of CAC Index when K-months are considered at a time K-Month Time Series Mean Standard Error t-statistic
Table 4: Skewness of the daily returns of S&P500 Index when K-months are considered at a time
Table 8: Kurtosis of the daily returns of DAX Index when K-months are considered at a time K-Month Time Series Mean Standard Error t-statistic
Table 9: Kurtosis of the daily returns of S&P Index when K-months are considered at a time K-Month Time Series Mean Standard Error t-statistic

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