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An analyst is evaluating a dataset of annual returns for a financial asset. The analyst decides to use the Jarque-Bera test to determine if the returns of the asset are normally distributed. Which of the following is correct regarding the Jarque-Bera test?
A
The Jarque-Bera test statistic does not depend on the sample size of the returns dataset.
B
The Jarque-Bera test statistic follows a Student's t distribution.
C
The Jarque-Bera test requires that a Gaussian copula be applied to the returns data before conducting the test.
D
The Jarque-Bera test only takes into account the skewness and kurtosis of a distribution.