Covariance Matrix from table

2019 4 12

1 个回答

6 次查看（30 天）

0 个投票

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

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Aakash Iyer 2019-4-12

The above table is a sample of a big table with hundreds of rows

Abhishek Singh 2019-4-15

0 个投票

You should be using cov function, Are you getting some error?

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