Covariance, Correlation, and Portfolios

  • Dean P. Foster
  • Robert A. Stine
  • Richard P. Waterman

Abstract

Tests based on paired comparisons discussed in Class 8 are often able to detect differences that would require much larger samples without the pairing. Why does this pairing work?

Keywords

Depression Covariance Volatility 

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Copyright information

© Springer Science+Business Media New York 1998

Authors and Affiliations

  • Dean P. Foster
    • 1
  • Robert A. Stine
    • 1
  • Richard P. Waterman
    • 1
  1. 1.Department of Statistics Wharton SchoolUniversity of PennsylvaniaPhiladelphiaUSA

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