Clear Filters
Clear Filters

Covariance Matrix from table

6 views (last 30 days)
Aakash Iyer
Aakash Iyer on 12 Apr 2019
Answered: Abhishek Singh on 15 Apr 2019
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 Comment
Aakash Iyer
Aakash Iyer on 12 Apr 2019
The above table is a sample of a big table with hundreds of rows

Sign in to comment.

Answers (1)

Abhishek Singh
Abhishek Singh on 15 Apr 2019
You should be using cov function, Are you getting some error?

Categories

Find more on Chemistry in Help Center and File Exchange

Community Treasure Hunt

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

Start Hunting!