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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