标题: correlation calculation [打印本页]

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作者: edgeon    时间: 2011-7-13 13:36     标题: correlation calculation

When taking the correlation of a price v. price, is it appropriate to take the natural log first?

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作者: Bluetick1010    时间: 2011-7-13 13:36

It's just a different type of correlation. Where CFA is concerned, you probably don't need to take the log.

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