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Beta distribution t test
hi! This might be a bit of the topis but i would really appreciate help on
this one!! I have a list of prices for different stocks on different dates. i compute a symmetric correlation matrix (having 1's as diagonal). that is all fine. i am then supposed to measure the signficance of the correlation using a t-test. the problem is that i am supposed to use "t test for beta and not for normal distribution". i have a problem understanding this and if anyone knows how to do that i would really appreciate your help! many thanks in advance! |
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