okomarov/importFren​chData

版本 1.0.0.0 (3.0 KB) 作者: Oleg Komarov
Download data from Kenneth French Data Library, e.g. Fama and French factors
5.0
(2)
242.0 次下载
更新时间 2015/8/29
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### 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'

引用格式

Oleg Komarov (2025). okomarov/importFrenchData (https://github.com/okomarov/importFrenchData), GitHub. 检索时间: .

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1.0.0.0

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