{
  "annotation_id": "701e7e3b-60d1-46e9-aa0a-1195231736e8",
  "date_created": "2026-03-02T18:01:18.384000Z",
  "date_modified": "2026-03-02T18:01:18.384000Z",
  "file_hash": "5436ce07d5ca0714f09b389897b5293549124f1e98ed97f7b12bd14b5e2e0824",
  "private": false,
  "record": {
    "abstract": "Testing symmetry of a probability distribution is a common question arising\nfrom applications in several fields. Particularly, in the study of observables\nused in the analysis of stock market index variations, the question of symmetry\nhas not been fully investigated by means of statistical procedures. In this\nwork a distribution-free test statistic Tn for testing symmetry, derived by\nEinmahl and McKeague, based on the empirical likelihood approach, is used to\naddress the study of symmetry of financial returns. The asymptotic points of\nthe test statistic Tn are also calculated and a procedure for assessing\nsymmetry for the analysis of the returns of stock market indices is presented.",
    "arxiv_id": "physics/0701189",
    "authors": [
      "H. F. Coronel-Brizio",
      "A. R. Hernandez-Montoya",
      "Huerta-Quintanilla",
      "M. Rodriguez-Achach",
      "."
    ],
    "categories": [
      "physics.data-an",
      "physics.comp-ph",
      "q-fin.ST"
    ],
    "doi": "10.1016/j.physa.2007.04.122",
    "journal_ref": "Physica A, Vol 383, Issue 1, Pgs 5-9, (2007) (updated version).",
    "title": "Assessing symmetry of financial returns series",
    "url": "https://arxiv.org/abs/physics/0701189"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "1a34cff2-6e3f-4462-8411-af2deea0ebbd",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}