Spyridon Kariofylis

Last seen: mer än 4 år ago | Active since 2020

Followers: 0 Following: 0

Statistics

Feeds

Question

Error using mvregress : Covariance is not positive-definite. AND Error in varm/estimate : sigma(solve,solve), logL] = mvregress(D, R, 'covtype' , 'full' , 'varformat', 'beta' , ...
Hello there I am trying to calculate the betas and alphas from the CAPM model, for 62 stocks, using a var model but i get this ...

mer än 4 år ago | 0 answers | 0

0

answers

Question

Creating a fucntion that takes as input multible csv files and converts them into arrays
So i am creating a program for financial analysis, and i want to extend my analysis for more stocks. The following code describe...

mer än 4 år ago | 1 answer | 0

1

answer