Covariance Matrix from table

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

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

Asked:

on 12 Apr 2019

Answered:

on 15 Apr 2019

Community Treasure Hunt

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

Start Hunting!