Test for Aggregational Gaussianity (AG) in Petroleum Prices Returns
M. E. Archibong & I. D. Essi · Asian Research Journal of Mathematics · 2021
The work aims at investigating and establishing if Aggregational Gaussianity, (AG) is in the dynamics of petroleum prices. This AG aspect is the phenomenon in which the empirical distribution of log-returns tends to normality (or as the time scale over which the returns are calcu...
Open access
Research Article
10.9734/arjom/2021/v17i130267