Hi,I was wondering about the choice of distribution that ones might make when for example modelling: 1-The beta2-Correlation3-Variance of volatilityHaving two sets of beta, correlation and volatility, i want to test hypothesis whether or not each variable is statistically different from the other. I believe that we use the F distribution to test whether variance 1 is statiscally different from the variance 2, is that correct??? what about correlation and beta, which distributions do i use, can i assume that they are normally distributed???Best regards, and thx a lot for help
Last edited by tiko
on July 21st, 2003, 10:00 pm, edited 1 time in total.