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Total Posts: 63
Joined: Nov 2009
Posted: 2017-09-18 14:31
Hi all,

say I have a return time series of an investment and a corresponding time-series of return contributors at each observation.

Is there a more savvy way of testing wheter any of the contributors is significant, than just running a t-test on the sample mean of each of the contributors?



Total Posts: 99
Joined: Sep 2015
Posted: 2018-02-13 02:48
Are you talking about contribution to variance?

I'm not sure the question is clear, or at least to me.
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