okomarov/importFren​chData

Versione 1.0.0.0 (3,01 KB) da Oleg Komarov
Download data from Kenneth French Data Library, e.g. Fama and French factors
5.0
(2)
242 download
Aggiornato 29 ago 2015
Visualizza la licenza su GitHub

### Description
Matlab function to import data from [Kenneth French's Data Library](http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html), like the series of the Fama and French 3/5 factors, and much more.
**NOTE**: it does not support a small subset of datasets due to their transposed format. Raise an [issue](https://github.com/okomarov/importFrenchData/issues), if not already reported, to request support for those files, which will be provided depending on the amount of requests.
### Syntax

importFrenchData()
Lists available datasets, their ZIPNAMEs and the description.

importFrenchData(ZIPNAME)
Imports into a table the dataset specified by 'ZIPNAME'.

importFrenchData(...,OUTPATH)
Specify name and folder where to save the imported data. By default
the dataset will be saved under the current directory as '.\ZIPNAME.mat'

Cita come

Oleg Komarov (2024). okomarov/importFrenchData (https://github.com/okomarov/importFrenchData), GitHub. Recuperato .

Compatibilità della release di MATLAB
Creato con R2014a
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS Linux
Categorie
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Versione Pubblicato Note della release
1.0.0.0

Per visualizzare o segnalare problemi su questo componente aggiuntivo di GitHub, visita GitHub Repository.
Per visualizzare o segnalare problemi su questo componente aggiuntivo di GitHub, visita GitHub Repository.