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Goodness of Fit and Independence Tests for Major 8 Companies of Korean Stock Market
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 Title & Authors
Goodness of Fit and Independence Tests for Major 8 Companies of Korean Stock Market
Min, Seungsik;
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In this paper, we investigated the major 8 companies of Korean stock market, and carried out the goodness of fit and independence tests. We found out the distributions of absolute returns are closed to compressed exponential distribution. The parameters are dominant that 1 < < 2, followed by ${\beta}
distribution;absolute return;goodness of fit test;independence test;compressed exponential distribution;
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