Help with writing a function of Log-return and Volatility of a stock

Question

kubilay muameleci 2020-11-3

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/635459-help-with-writing-a-function-of-log-return-and-volatility-of-a-stock

回答： Asvin Kumar 2021-3-18

Need some help about Writing a Matlab function that computes the 20days-historical mean of log-return and volatility of a stock. Formulas as below.

Thanks in advance. Im really stuck..

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

Asvin Kumar 2021-3-18

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/635459-help-with-writing-a-function-of-log-return-and-volatility-of-a-stock#answer_651082

I'm not sure what the terms in those expressions are. If you're new to MATLAB and would like to learn the basics, have a look at the free MATLAB Onramp course. That should get you up to speed on how to use some basic functions.

Roger has an answer on calculating log returns here. You could also look for any existing function from the Financial Toolbox that would satisy your use case.