search for: checkassetnorm

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2007 Aug 04
3
Normality tests
Hello All, I am new to R, and I am writing to seek your advice on how best to use it to run R's various normality tests in an automated way. In a nutshell, my situation is as follows. I work in an investment bank, and my team and I are concerned that the assumption we make in our models that the returns of assets are normally distributed may not be justified for certain asset classes. We are