All Questions
Tagged with statistical-significance testing
3 questions
2
votes
1
answer
124
views
Evaluate the significance of the relationship among VIX and the S&P 500
I have the weekly time series of returns for both VIX and S&P 500.
For the VIX I'm looking at 1 week return period (e.g. this is a 5 day return series rolling weekly)
For the S&P 500, ...
- 21
0
votes
0
answers
66
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Compare performance buy-and-hold strategies after stock-split
QUESTION:
How should I analyze the statistical significance of the difference between two buy-and-hold strategies (or the relative performance) when the samples are not independent?
Background:
I ...
user15050
2
votes
0
answers
524
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How to statistically compare the pricing errors of various option pricing models?
I have three different option pricing models, for which I computed the in-sample and out-of-sample pricing errors.
Now I want to test the pricing performance of these three option pricing models ...
- 538