Covariance Matrix from table
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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
on 12 Apr 2019
Answers (1)
Abhishek Singh
on 15 Apr 2019
0 votes
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