清空筛选条件
清空筛选条件

Moving Std Dev for 20 periods

1 次查看（过去 30 天）
Héctor Luna Enríquez
回答： Chunru 2022-8-22
I Have a (3000,100) Matrix containing the Returns of 3,000 companies for 100 periods (there are some nan values), and i'd like to compute volatility (std dev) for each company, for 20 periods. This is, first the average from period 1 to period 20 for company i, next the average from period 2 to period 21 and so on for each company.
Thanks for the support

请先登录，再回答此问题。

回答（1 个）

Chunru
Chunru 2022-8-22
a = randn(3000, 100);
b = movstd(a, 20, 0, 2, 'omitnan');

类别

在 Help Center 和 File Exchange 中查找有关 Financial Toolbox 的更多信息

标签

产品


版本

R2021a

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by