Covariance Matrix from table

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Aakash Iyer
Aakash Iyer el 12 de Abr. de 2019
Respondida: Abhishek Singh el 15 de Abr. de 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 comentario
Aakash Iyer
Aakash Iyer el 12 de Abr. de 2019
The above table is a sample of a big table with hundreds of rows

Iniciar sesión para comentar.

Respuestas (1)

Abhishek Singh
Abhishek Singh el 15 de Abr. de 2019
You should be using cov function, Are you getting some error?

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