Resumen de A new class of tests for multinormality with i.i.d. and garch data based on the empirical moment generating function
Norbert Henze, María Dolores Jiménez Gamero 
We generalize a recent class of tests for univariate normality that are based on the empirical moment generating function to the multivariate setting, thus obtaining a class of affine invariant, consistent and easy-to-use goodness-of-fit tests for multinormality. The test statistics are suitably weighted L2 -statistics, and we provide their asymptotic behavior both for i.i.d. observations and in the context of testing that the innovation distribution of a multivariate GARCH model is Gaussian. We study the finite-sample behavior of the new tests, compare the criteria with alternative existing procedures, and apply the new procedure to a data set of monthly log returns
