Covariance Matrix from table

2019 4 12

1 个回答

11 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

1 个评论
显示 -1更早的评论隐藏 -1更早的评论

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?

在帮助中心和 File Exchange 中查找有关 Characters and Strings 的更多信息

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

Translated by