yanko


Total Posts: 60 
Joined: Nov 2009 


Hi all,
say I have a return time series of an investment and a corresponding timeseries 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 ttest on the sample mean of each of the contributors?
Thanks, yanko 




Are you talking about contribution to variance?
I'm not sure the question is clear, or at least to me. 

