Moving Std Dev for 20 periods
1 Ansicht (letzte 30 Tage)
Ältere Kommentare anzeigen
I Have a (3000,100) Matrix containing the Returns of 3,000 companies for 100 periods (there are some nan values), and i'd like to compute volatility (std dev) for each company, for 20 periods. This is, first the average from period 1 to period 20 for company i, next the average from period 2 to period 21 and so on for each company.
Thanks for the support
0 Kommentare
Antworten (1)
Siehe auch
Kategorien
Mehr zu Financial Toolbox finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!