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  1. Nicole Seaman

    P1.T2.21.4. Non-normal distributions and rank correlations

    Learning objectives: Explain how the Jarque-Bera test is used to determine whether returns are normally distributed. Describe the power law and its use for non-normal distributions. Define correlation and covariance and differentiate between correlation and dependence. Describe properties of...
  2. Nicole Seaman

    P1.T2.705. Correlation (Hull)

    Learning objective: Define correlation and covariance and differentiate between correlation and dependence. Questions: 705.1. In order to evaluate the the potential of a linear relationship between portfolio returns and a benchmark index, your colleague Richard conducted a univariate...
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