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st: Newey-West(1987)
From
vikramfinavker1 <[email protected]>
To
[email protected]
Subject
st: Newey-West(1987)
Date
Sat, 6 Apr 2013 15:48:00 -0700 (PDT)
Hi All,
Need help on Newey-West(1987).
I read a papaers which says "the raw return difference between decile 10 and
decile 1 is -1.03% per month with a corresponding Newey-West(1987)
t-statistic of -2.83", what does is means?
Regards,
Vikram
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