All Questions
Tagged with statistical-significance volatility
1 question
2
votes
2
answers
184
views
Can the dependent samples t test be used for this problem?
Short story:
I have 2 sets of data:
Set 1: Vector with daily data of stock market returns (eg. [1%, 1.2%, -2%])
Set 2: That vector of stock market returns, multiplied by another vector (eg. [2%, 0....
- 23