Covariance Matrix from table
3 visualizzazioni (ultimi 30 giorni)
Mostra commenti meno recenti
Hi,
I have the following table with me
SPY GOVT EEMV CME BR CBOE ACN ICE
0.034 0.000 0.038 0.179 -0.009 0.077 0.019 0.203
0.027 -0.008 -0.005 0.042 -0.011 0.019 0.081 -0.017
I wanted to generate a Covariance matrix for the above stock price returns
Risposte (1)
Vedere anche
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!