Before revision:  Using financial empirical data , we compare our framework to various statistical tests including the Jarque-Bera test that is based on third and fourth moments . We show that our methodology outperforms existing methods on market-stock data  .
After revision:  Using financial empirical data , we compare our framework to various statistical tests including the Jarque-Bera test that is based on third and fourth moments , and show that in most considered cases our framework outperforms all others, both on simulated and market-stock data .